-46.9%
ALNY vs ITUB
+31.4%
-78.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -6.5% | +2.2% | -8.8% | -6.8% |
| 30D | +11.0% | +12.6% | -1.6% | +9.5% |
| 3M | -14.1% | +6.4% | -20.5% | -15.7% |
| 6M | -22.4% | +0.6% | -23.0% | -23.3% |
| YTD | -37.5% | +18.8% | -56.3% | -39.5% |
| 1Y | -46.9% | +31.0% | -77.9% | -49.3% |
| All | -46.9% | +31.4% | -78.3% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling