-13.3%
AFRM vs ITUB
+8.1%
-21.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -2.4% |
| 7D | -8.4% | +4.9% | -13.2% | -9.7% |
| 30D | -18.3% | -27.2% | +9.0% | -10.6% |
| 3M | -12.7% | -6.1% | -6.6% | -13.8% |
| 6M | +3.0% | -10.7% | +13.7% | +3.2% |
| YTD | -11.4% | +5.5% | -16.9% | -6.8% |
| 1Y | -13.3% | +7.8% | -21.2% | -9.1% |
| All | -13.3% | +8.1% | -21.5% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling