+97.2%
AMCR vs ITUB
+231.9%
-134.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -2.4% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -7.1% | +2.6% | -9.7% | -7.5% |
| 3M | +12.7% | +8.4% | +4.2% | +11.3% |
| 6M | +5.2% | -0.5% | +5.7% | +5.1% |
| YTD | +8.1% | +15.3% | -7.2% | +5.9% |
| 1Y | +11.7% | +28.7% | -17.0% | +7.8% |
| 3Y | +9.9% | +118.7% | -108.7% | -1.3% |
| 5Y | -8.7% | +182.7% | -191.3% | -21.4% |
| 10Y | +16.8% | +207.6% | -190.8% | -1.5% |
| All | +97.2% | +231.9% | -134.7% | +67.0% |
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