+365.7%
ALAB vs ITUB
+64.3%
+301.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.0% | -8.9% | -7.8% |
| 7D | +3.2% | +8.2% | -5.1% | -0.6% |
| 30D | -13.6% | +4.7% | -18.3% | -15.5% |
| 3M | -16.6% | +13.0% | -29.6% | -20.9% |
| 6M | +142.3% | +4.2% | +138.2% | +136.9% |
| YTD | +73.6% | +18.6% | +55.1% | +63.2% |
| 1Y | +33.7% | +31.3% | +2.4% | +19.5% |
| All | +365.7% | +64.3% | +301.3% | +271.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling