-31.6%
AFRM vs ITUB
+136.8%
-168.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -2.0% |
| 7D | -8.4% | +4.9% | -13.2% | -10.4% |
| 30D | -18.3% | -27.2% | +9.0% | -6.4% |
| 3M | -12.7% | -6.1% | -6.6% | -12.7% |
| 6M | +3.0% | -10.7% | +13.7% | +5.5% |
| YTD | -11.4% | +5.5% | -16.9% | -17.1% |
| 1Y | -13.3% | +7.8% | -21.2% | -20.4% |
| 3Y | +194.0% | +75.0% | +119.0% | +105.3% |
| 5Y | -50.6% | +178.6% | -229.2% | -72.2% |
| All | -31.6% | +136.8% | -168.4% | -56.9% |
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