+14.1%
ADP vs ITUB
+114.2%
-100.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.9% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | -3.1% | +2.6% | -5.7% | -3.2% |
| 3M | +15.6% | +8.4% | +7.2% | +15.0% |
| 6M | +20.8% | -0.5% | +21.3% | +20.4% |
| YTD | +4.7% | +15.3% | -10.5% | +2.2% |
| 1Y | -8.3% | +28.7% | -37.0% | -12.0% |
| All | +14.1% | +114.2% | -100.2% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling