+1,161.9%
ADP vs ITUB
+1,767.9%
-605.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | +2.2% | +1.9% | +0.3% | +1.8% |
| 30D | +10.6% | -22.2% | +32.7% | +15.0% |
| 3M | +12.9% | +2.7% | +10.2% | +11.2% |
| 6M | +50.6% | -3.0% | +53.6% | +49.4% |
| YTD | +23.2% | +7.5% | +15.7% | +19.0% |
| 1Y | +25.3% | +10.5% | +14.8% | +20.2% |
| 3Y | +47.1% | +81.0% | -33.9% | +27.1% |
| 5Y | +50.1% | +181.8% | -131.8% | +16.4% |
| 10Y | +323.6% | +170.2% | +153.5% | +210.4% |
| All | +1,161.9% | +1,767.9% | -605.9% | +495.4% |
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 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