+173.7%
AFRM vs ITUB
+83.6%
+90.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.0% |
| 7D | -7.5% | +5.5% | -13.0% | -9.5% |
| 30D | -15.7% | -25.6% | +9.9% | -6.1% |
| 3M | -9.6% | -4.7% | -4.9% | -10.7% |
| 6M | +6.3% | -8.6% | +14.9% | +6.9% |
| YTD | -8.6% | +7.9% | -16.5% | -15.0% |
| 1Y | -7.6% | +11.2% | -18.8% | -15.9% |
| 3Y | +173.7% | +82.6% | +91.0% | +81.1% |
| All | +173.7% | +83.6% | +90.1% | +81.1% |
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 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