+62.5%
AFL vs ITUB
+120.9%
-58.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -1.6% | +2.2% | -3.9% | -1.9% |
| 30D | -4.0% | +12.6% | -16.6% | -5.3% |
| 3M | -0.5% | +6.4% | -6.9% | -1.3% |
| 6M | +6.5% | +0.6% | +5.9% | +6.1% |
| YTD | +6.2% | +18.8% | -12.7% | +3.2% |
| 1Y | +8.3% | +31.0% | -22.7% | +3.7% |
| 3Y | +62.5% | +118.1% | -55.5% | +41.3% |
| All | +62.5% | +120.9% | -58.3% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling