+439.9%
AG vs ITUB
+347.9%
+92.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.8% |
| 7D | +4.5% | +8.2% | -3.8% | +1.3% |
| 30D | +12.9% | +4.7% | +8.2% | +10.7% |
| 3M | +20.9% | +13.0% | +7.9% | +15.1% |
| 6M | -19.5% | +4.2% | -23.7% | -20.8% |
| YTD | +24.8% | +18.6% | +6.2% | +17.5% |
| 1Y | +120.2% | +31.3% | +89.0% | +99.2% |
| 3Y | +279.0% | +124.9% | +154.1% | +176.3% |
| 5Y | +67.9% | +195.6% | -127.7% | +6.6% |
| 10Y | +57.5% | +196.4% | -138.9% | -15.7% |
| All | +439.9% | +347.9% | +92.0% | +66.9% |
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