-98.1%
AMC vs ITUB
+211.8%
-309.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +2.3% | +8.7% | -6.4% | -0.9% |
| 30D | -0.7% | -0.7% | -0.1% | -0.7% |
| 3M | +35.2% | +7.8% | +27.4% | +31.3% |
| 6M | +124.6% | -3.4% | +128.0% | +127.7% |
| YTD | +69.9% | +16.3% | +53.6% | +59.7% |
| 1Y | -2.6% | +29.8% | -32.4% | -12.4% |
| 3Y | -79.8% | +111.1% | -190.8% | -84.8% |
| 5Y | -99.4% | +173.6% | -273.0% | -99.6% |
| 10Y | -98.9% | +193.2% | -292.1% | -99.3% |
| All | -98.1% | +211.8% | -309.8% | -98.9% |
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