-99.5%
AMC vs ITUB
+181.4%
-280.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -4.2% |
| 7D | -0.8% | +8.2% | -9.0% | -4.2% |
| 30D | -1.2% | +4.7% | -5.9% | -3.3% |
| 3M | +42.2% | +13.0% | +29.2% | +34.7% |
| 6M | +118.8% | +4.2% | +114.6% | +115.5% |
| YTD | +64.1% | +18.6% | +45.5% | +51.4% |
| 1Y | -9.5% | +31.3% | -40.8% | -20.3% |
| 3Y | -64.3% | +124.9% | -189.2% | -74.8% |
| 5Y | -99.5% | +195.6% | -295.1% | -99.7% |
| All | -99.5% | +181.4% | -280.9% | -99.7% |
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