-99.3%
AMC vs ITUB
+184.7%
-284.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.4% |
| 7D | +2.6% | +3.7% | -1.1% | +1.3% |
| 30D | +9.0% | -24.1% | +33.1% | +19.3% |
| 3M | +22.2% | -9.6% | +31.7% | +23.5% |
| 6M | +91.5% | -11.5% | +103.0% | +95.6% |
| YTD | +101.3% | +5.5% | +95.8% | +89.9% |
| 1Y | +20.8% | +9.9% | +10.9% | +11.9% |
| 3Y | -71.3% | +84.8% | -156.1% | -78.5% |
| All | -99.3% | +184.7% | -284.0% | -99.6% |
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