-97.7%
AMC vs ITUB
+182.9%
-280.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.5% |
| 7D | +2.6% | +3.7% | -1.1% | +1.3% |
| 30D | +9.0% | -24.1% | +33.1% | +19.1% |
| 3M | +22.2% | -9.6% | +31.7% | +24.0% |
| 6M | +91.5% | -11.5% | +103.0% | +96.6% |
| YTD | +101.3% | +5.5% | +95.8% | +92.2% |
| 1Y | +20.8% | +9.9% | +10.9% | +13.4% |
| 3Y | -71.3% | +84.8% | -156.1% | -77.9% |
| 5Y | -99.2% | +182.6% | -281.9% | -99.5% |
| 10Y | -98.7% | +141.7% | -240.4% | -99.2% |
| All | -97.7% | +182.9% | -280.6% | -98.6% |
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 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