-29.3%
AFRM vs ITUB
+158.7%
-188.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -4.0% |
| 7D | -8.0% | 0.0% | -8.0% | -8.0% |
| 30D | -9.8% | +2.6% | -12.4% | -11.0% |
| 3M | +4.7% | +8.4% | -3.8% | +0.2% |
| 6M | +34.1% | -0.5% | +34.7% | +34.1% |
| YTD | -8.4% | +15.3% | -23.7% | -15.6% |
| 1Y | -22.9% | +28.7% | -51.6% | -33.5% |
| 3Y | +203.3% | +118.7% | +84.6% | +95.6% |
| 5Y | -26.0% | +182.7% | -208.6% | -58.0% |
| All | -29.3% | +158.7% | -188.0% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling