+337.4%
AGI vs ITUB
+220.1%
+117.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.7% | +2.2% | -4.9% | -3.1% |
| 30D | +7.2% | +12.6% | -5.4% | +5.0% |
| 3M | +4.3% | +6.4% | -2.2% | +2.9% |
| 6M | -27.1% | +0.6% | -27.7% | -27.3% |
| YTD | -6.6% | +18.8% | -25.5% | -9.1% |
| 1Y | +9.5% | +31.0% | -21.5% | +5.0% |
| 3Y | +208.4% | +118.1% | +90.4% | +173.8% |
| 5Y | +401.6% | +193.0% | +208.6% | +324.4% |
| All | +337.4% | +220.1% | +117.3% | +183.0% |
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