+101.1%
AKAM vs ITUB
+220.1%
-119.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.5% | +2.2% | -0.7% | +1.1% |
| 30D | -13.0% | +12.6% | -25.6% | -14.5% |
| 3M | -19.4% | +6.4% | -25.8% | -20.2% |
| 6M | +0.3% | +0.6% | -0.3% | -0.2% |
| YTD | +22.4% | +18.8% | +3.5% | +18.6% |
| 1Y | +34.8% | +31.0% | +3.8% | +28.8% |
| 3Y | +1.9% | +118.1% | -116.1% | -9.6% |
| 5Y | -4.6% | +193.0% | -197.6% | -19.8% |
| All | +101.1% | +220.1% | -119.0% | +59.9% |
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