+43.6%
ADP vs ITUB
+77.0%
-33.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.2% |
| 7D | +3.2% | +4.9% | -1.7% | +3.1% |
| 30D | +12.8% | -27.2% | +40.0% | +13.3% |
| 3M | +12.3% | -6.1% | +18.4% | +12.3% |
| 6M | +45.4% | -10.7% | +56.1% | +45.6% |
| YTD | +21.4% | +5.5% | +15.9% | +18.7% |
| 1Y | +23.7% | +7.8% | +15.9% | +20.5% |
| 3Y | +43.6% | +75.0% | -31.3% | +30.3% |
| All | +43.6% | +77.0% | -33.4% | +30.3% |
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