+1,665.8%
AMAT vs ITUB
+192.5%
+1,473.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.3% |
| 7D | +7.0% | +8.2% | -1.2% | +4.0% |
| 30D | -12.2% | +4.7% | -16.9% | -13.9% |
| 3M | -3.8% | +13.0% | -16.8% | -8.0% |
| 6M | +45.9% | +4.2% | +41.8% | +43.7% |
| YTD | +84.6% | +18.6% | +66.1% | +74.3% |
| 1Y | +193.4% | +31.3% | +162.1% | +167.1% |
| 3Y | +228.1% | +124.9% | +103.2% | +143.4% |
| 5Y | +268.9% | +195.6% | +73.3% | +135.9% |
| 10Y | +1,665.8% | +196.4% | +1,469.4% | +971.0% |
| All | +1,665.8% | +192.5% | +1,473.2% | +971.0% |
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