+1,900.8%
ADSK vs ITUB
+1,957.3%
-56.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.6% |
| 7D | -10.9% | +1.0% | -11.9% | -11.2% |
| 30D | -15.9% | +10.7% | -26.6% | -18.6% |
| 3M | -4.4% | +10.1% | -14.4% | -7.8% |
| 6M | -16.6% | -0.1% | -16.5% | -17.7% |
| YTD | -28.5% | +18.4% | -46.9% | -33.4% |
| 1Y | -34.6% | +31.3% | -65.9% | -41.3% |
| 3Y | -3.5% | +124.6% | -128.1% | -27.6% |
| 5Y | -25.6% | +192.0% | -217.6% | -51.0% |
| 10Y | +216.6% | +216.0% | +0.6% | +82.6% |
| All | +1,900.8% | +1,957.3% | -56.5% | +559.5% |
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