+459.5%
AJG vs ITUB
+220.1%
+239.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -8.3% | +2.2% | -10.5% | -8.6% |
| 30D | -5.7% | +12.6% | -18.3% | -7.5% |
| 3M | +9.1% | +6.4% | +2.7% | +7.7% |
| 6M | +15.2% | +0.6% | +14.6% | +14.5% |
| YTD | -6.3% | +18.8% | -25.1% | -10.0% |
| 1Y | -19.1% | +31.0% | -50.1% | -23.8% |
| 3Y | +8.2% | +118.1% | -109.8% | -8.3% |
| 5Y | +75.6% | +193.0% | -117.4% | +37.2% |
| All | +459.5% | +220.1% | +239.4% | +319.9% |
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 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