+147.1%
AMAT vs ITUB
+181.1%
-34.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.3% |
| 7D | +11.4% | +1.9% | +9.5% | +10.9% |
| 30D | -17.0% | -22.2% | +5.1% | -12.1% |
| 3M | -30.6% | +2.7% | -33.3% | -32.9% |
| 6M | -14.9% | -3.0% | -12.0% | -16.1% |
| YTD | +44.7% | +7.5% | +37.2% | +39.9% |
| 1Y | +66.9% | +10.5% | +56.4% | +60.2% |
| 3Y | +153.3% | +81.0% | +72.3% | +114.3% |
| All | +147.1% | +181.1% | -34.0% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling