+5,263.7%
AGI vs ITUB
+2,300.6%
+2,963.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.0% |
| 7D | -5.4% | +1.0% | -6.3% | -5.6% |
| 30D | +6.6% | +10.7% | -4.1% | +4.1% |
| 3M | +8.2% | +10.1% | -1.9% | +5.5% |
| 6M | -29.3% | -0.1% | -29.2% | -29.4% |
| YTD | -7.4% | +18.4% | -25.8% | -11.0% |
| 1Y | +7.9% | +31.3% | -23.4% | +1.2% |
| 3Y | +206.2% | +124.6% | +81.6% | +152.1% |
| 5Y | +397.6% | +192.0% | +205.6% | +276.4% |
| 10Y | +383.4% | +216.0% | +167.5% | +220.0% |
| All | +5,263.7% | +2,300.6% | +2,963.1% | +1,221.0% |
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 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