+1,951.8%
AMAT vs ITUB
+1,733.1%
+218.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.8% |
| 7D | -14.7% | +3.7% | -18.4% | -15.7% |
| 30D | -36.1% | -24.1% | -12.0% | -31.2% |
| 3M | -36.9% | -9.6% | -27.3% | -36.2% |
| 6M | -22.2% | -11.5% | -10.7% | -20.7% |
| YTD | +29.9% | +5.5% | +24.4% | +25.6% |
| 1Y | +43.3% | +9.9% | +33.4% | +36.5% |
| 3Y | +142.7% | +84.8% | +57.9% | +93.4% |
| 5Y | +126.2% | +182.6% | -56.4% | +52.3% |
| 10Y | +1,211.7% | +141.7% | +1,070.0% | +760.7% |
| All | +1,951.8% | +1,733.1% | +218.7% | +500.4% |
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