+1,143.7%
ADP vs ITUB
+1,733.1%
-589.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.5% |
| 7D | +3.2% | +4.9% | -1.7% | +2.3% |
| 30D | +12.8% | -27.2% | +40.0% | +18.7% |
| 3M | +12.3% | -6.1% | +18.4% | +12.4% |
| 6M | +45.4% | -10.7% | +56.1% | +46.4% |
| YTD | +21.4% | +5.5% | +15.9% | +17.7% |
| 1Y | +23.7% | +7.8% | +15.9% | +19.3% |
| 3Y | +43.6% | +75.0% | -31.3% | +24.8% |
| 5Y | +48.7% | +178.6% | -129.9% | +15.6% |
| 10Y | +316.1% | +162.9% | +153.2% | +206.4% |
| All | +1,143.7% | +1,733.1% | -589.5% | +488.9% |
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