+803.2%
ADM vs ITUB
+1,728.2%
-925.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | -14.7% | -25.4% | +10.7% | -8.6% |
| 3M | -10.4% | -0.3% | -10.1% | -11.7% |
| 6M | -10.9% | -8.0% | -3.0% | -10.7% |
| YTD | +26.0% | +5.2% | +20.8% | +20.9% |
| 1Y | +26.5% | +7.4% | +19.1% | +20.5% |
| 3Y | +8.2% | +74.5% | -66.3% | -11.0% |
| 5Y | +24.0% | +175.8% | -151.8% | -12.6% |
| 10Y | +128.4% | +164.4% | -36.1% | +47.4% |
| All | +803.2% | +1,728.2% | -925.0% | +300.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling