+2,704.2%
AMAT vs ITUB
+1,920.1%
+784.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | -1.5% | +8.7% | -10.2% | -4.2% |
| 30D | -14.8% | -0.7% | -14.1% | -14.9% |
| 3M | -9.3% | +7.8% | -17.1% | -11.5% |
| 6M | +27.4% | -3.4% | +30.8% | +28.7% |
| YTD | +77.6% | +16.3% | +61.3% | +69.5% |
| 1Y | +188.9% | +29.8% | +159.1% | +166.2% |
| 3Y | +202.3% | +111.1% | +91.2% | +134.9% |
| 5Y | +248.9% | +173.6% | +75.3% | +140.4% |
| 10Y | +1,585.2% | +193.2% | +1,392.0% | +958.9% |
| All | +2,704.2% | +1,920.1% | +784.1% | +710.6% |
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 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