+220.8%
AFRM vs ITUB
+125.3%
+95.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -1.4% |
| 7D | +3.1% | +8.2% | -5.2% | -1.1% |
| 30D | -4.2% | +4.7% | -8.9% | -6.7% |
| 3M | +10.1% | +13.0% | -2.9% | +2.7% |
| 6M | +39.4% | +4.2% | +35.2% | +35.9% |
| YTD | -3.2% | +18.6% | -21.7% | -12.5% |
| 1Y | -16.1% | +31.3% | -47.3% | -29.6% |
| 3Y | +220.8% | +124.9% | +95.9% | +48.4% |
| All | +220.8% | +125.3% | +95.5% | +48.4% |
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