+61.6%
AG vs ITUB
+220.1%
-158.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | -6.7% | +2.2% | -8.9% | -7.5% |
| 30D | +2.2% | +12.6% | -10.4% | -1.8% |
| 3M | +15.7% | +6.4% | +9.3% | +13.1% |
| 6M | -23.8% | +0.6% | -24.4% | -24.1% |
| YTD | +17.6% | +18.8% | -1.2% | +12.2% |
| 1Y | +88.6% | +31.0% | +57.6% | +74.6% |
| 3Y | +253.4% | +118.1% | +135.4% | +181.9% |
| 5Y | +62.4% | +193.0% | -130.6% | +18.0% |
| All | +61.6% | +220.1% | -158.5% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling