+126.7%
AMAT vs ITUB
+184.7%
-58.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.9% |
| 7D | -14.7% | +3.7% | -18.4% | -15.6% |
| 30D | -36.1% | -24.1% | -12.0% | -31.9% |
| 3M | -36.9% | -9.6% | -27.3% | -36.6% |
| 6M | -22.2% | -11.5% | -10.7% | -21.2% |
| YTD | +29.9% | +5.5% | +24.4% | +26.3% |
| 1Y | +43.3% | +9.9% | +33.4% | +37.7% |
| 3Y | +142.7% | +84.8% | +57.9% | +104.9% |
| All | +126.7% | +184.7% | -58.0% | +73.6% |
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