-24.9%
AFRM vs ITUB
+161.0%
-185.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.2% |
| 7D | -7.0% | +8.7% | -15.7% | -10.8% |
| 30D | -7.8% | -0.7% | -7.1% | -7.6% |
| 3M | +5.3% | +7.8% | -2.5% | +1.0% |
| 6M | +42.6% | -3.4% | +46.1% | +44.4% |
| YTD | -2.8% | +16.3% | -19.1% | -10.8% |
| 1Y | -19.3% | +29.8% | -49.1% | -30.8% |
| 3Y | +231.0% | +111.1% | +119.9% | +116.9% |
| 5Y | -22.2% | +173.6% | -195.8% | -55.4% |
| All | -24.9% | +161.0% | -185.9% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling