+67.3%
AG vs ITUB
+185.6%
-118.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.6% | -6.1% |
| 7D | -5.8% | +1.0% | -6.8% | -6.4% |
| 30D | +6.4% | +10.7% | -4.3% | +1.2% |
| 3M | +28.4% | +10.1% | +18.3% | +22.3% |
| 6M | -24.5% | -0.1% | -24.3% | -24.7% |
| YTD | +21.2% | +18.4% | +2.8% | +13.5% |
| 1Y | +114.1% | +31.3% | +82.8% | +91.7% |
| 3Y | +268.0% | +124.6% | +143.4% | +164.5% |
| 5Y | +67.3% | +192.0% | -124.6% | +4.4% |
| All | +67.3% | +185.6% | -118.3% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling