+1,023.2%
ADP vs ITUB
+1,920.1%
-896.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -3.4% | +8.7% | -12.1% | -4.9% |
| 30D | +2.8% | -0.7% | +3.5% | +2.8% |
| 3M | +20.9% | +7.8% | +13.1% | +18.9% |
| 6M | +29.9% | -3.4% | +33.3% | +29.6% |
| YTD | +9.6% | +16.3% | -6.6% | +5.4% |
| 1Y | -5.3% | +29.8% | -35.1% | -11.0% |
| 3Y | +16.5% | +111.1% | -94.6% | -1.4% |
| 5Y | +49.4% | +173.6% | -124.2% | +17.3% |
| 10Y | +282.2% | +193.2% | +88.9% | +177.8% |
| All | +1,023.2% | +1,920.1% | -896.9% | +427.6% |
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