+236.1%
ALNY vs ITUB
+220.1%
+16.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -6.5% | +2.2% | -8.8% | -6.9% |
| 30D | +11.0% | +12.6% | -1.6% | +9.2% |
| 3M | -14.1% | +6.4% | -20.5% | -15.2% |
| 6M | -22.4% | +0.6% | -23.0% | -22.8% |
| YTD | -37.5% | +18.8% | -56.3% | -39.4% |
| 1Y | -46.9% | +31.0% | -77.9% | -49.4% |
| 3Y | +22.1% | +118.1% | -96.0% | +7.0% |
| 5Y | +31.2% | +193.0% | -161.8% | +8.8% |
| All | +236.1% | +220.1% | +16.0% | +163.6% |
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