+3,435.9%
ALNY vs ITUB
+1,748.7%
+1,687.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -4.8% |
| 7D | -6.4% | +1.0% | -7.4% | -6.7% |
| 30D | +11.9% | +10.7% | +1.2% | +8.9% |
| 3M | -15.0% | +10.1% | -25.1% | -17.8% |
| 6M | -23.2% | -0.1% | -23.1% | -23.9% |
| YTD | -37.8% | +18.4% | -56.2% | -41.4% |
| 1Y | -47.3% | +31.3% | -78.5% | -51.9% |
| 3Y | +22.9% | +124.6% | -101.7% | -5.1% |
| 5Y | +30.6% | +192.0% | -161.4% | -9.9% |
| 10Y | +254.6% | +216.0% | +38.7% | +107.0% |
| All | +3,435.9% | +1,748.7% | +1,687.1% | +1,061.4% |
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 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