-98.7%
AMC vs ITUB
+143.4%
-242.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.2% |
| 7D | +6.6% | +5.5% | +1.1% | +4.1% |
| 30D | +14.1% | -25.6% | +39.7% | +28.6% |
| 3M | +31.3% | -4.7% | +35.9% | +30.3% |
| 6M | +126.7% | -8.6% | +135.3% | +130.1% |
| YTD | +117.9% | +7.9% | +110.0% | +102.3% |
| 1Y | +41.1% | +11.2% | +29.9% | +28.8% |
| 3Y | -61.0% | +82.6% | -143.6% | -72.3% |
| 5Y | -99.1% | +192.7% | -291.9% | -99.5% |
| 10Y | -98.7% | +144.7% | -243.4% | -99.3% |
| All | -98.7% | +143.4% | -242.1% | -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