-98.8%
AMC vs ITUB
+169.9%
-268.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -1.3% |
| 7D | +8.4% | +1.1% | +7.3% | +7.9% |
| 30D | +9.2% | -25.4% | +34.6% | +23.0% |
| 3M | +32.0% | -0.3% | +32.3% | +28.2% |
| 6M | +149.3% | -8.0% | +157.2% | +151.8% |
| YTD | +114.1% | +5.2% | +108.9% | +100.8% |
| 1Y | +35.8% | +7.4% | +28.4% | +25.9% |
| 3Y | -58.3% | +74.5% | -132.8% | -69.8% |
| 5Y | -99.2% | +175.8% | -275.0% | -99.5% |
| All | -98.8% | +169.9% | -268.7% | -99.3% |
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