-12.9%
ALB vs ITUB
+77.2%
-90.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.3% |
| 7D | -3.6% | +1.1% | -4.7% | -3.9% |
| 30D | -2.9% | -25.4% | +22.6% | +6.3% |
| 3M | -25.8% | -0.3% | -25.6% | -28.6% |
| 6M | -53.6% | -8.0% | -45.6% | -54.0% |
| YTD | -32.4% | +5.2% | -37.6% | -37.3% |
| 1Y | -13.0% | +7.4% | -20.4% | -20.7% |
| All | -12.9% | +77.2% | -90.1% | -45.4% |
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