+46.0%
ADP vs ITUB
-8.2%
+54.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.4% |
| 7D | +0.3% | +1.1% | -0.8% | +0.3% |
| 30D | +11.6% | -25.4% | +37.1% | +10.2% |
| 3M | +15.1% | -0.3% | +15.3% | +18.7% |
| 6M | +46.0% | -8.0% | +54.0% | +48.4% |
| All | +46.0% | -8.2% | +54.2% | +48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling