+3,286.9%
AKAM vs ITUB
+1,902.7%
+1,384.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.6% | +5.8% |
| 7D | +5.4% | 0.0% | +5.4% | +5.3% |
| 30D | -5.9% | +2.6% | -8.4% | -6.9% |
| 3M | -19.6% | +8.4% | -28.1% | -22.1% |
| 6M | +8.5% | -0.5% | +9.0% | +7.6% |
| YTD | +26.9% | +15.3% | +11.7% | +19.1% |
| 1Y | +41.7% | +28.7% | +13.0% | +27.8% |
| 3Y | +5.8% | +118.7% | -112.9% | -21.8% |
| 5Y | -2.3% | +182.7% | -185.0% | -37.2% |
| 10Y | +111.0% | +207.6% | -96.6% | +8.5% |
| All | +3,286.9% | +1,902.7% | +1,384.1% | +557.7% |
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