+1,315.3%
AMAT vs ITUB
+143.4%
+1,171.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.3% | +9.1% | +10.6% |
| 7D | -1.1% | +5.5% | -6.5% | -2.8% |
| 30D | -26.9% | -25.6% | -1.4% | -20.2% |
| 3M | -31.2% | -4.7% | -26.5% | -31.8% |
| 6M | -14.7% | -8.6% | -6.1% | -14.1% |
| YTD | +44.7% | +7.9% | +36.8% | +38.1% |
| 1Y | +62.0% | +11.2% | +50.8% | +52.7% |
| 3Y | +165.0% | +82.6% | +82.3% | +107.1% |
| 5Y | +147.1% | +192.7% | -45.6% | +55.6% |
| 10Y | +1,315.3% | +144.7% | +1,170.6% | +827.7% |
| All | +1,315.3% | +143.4% | +1,171.9% | +827.7% |
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