+337.5%
AMD vs ITUB
+173.6%
+164.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.5% | +5.0% |
| 7D | +2.6% | +8.7% | -6.1% | -0.3% |
| 30D | -0.9% | -0.7% | -0.2% | -0.9% |
| 3M | -8.7% | +7.8% | -16.5% | -10.9% |
| 6M | +136.3% | -3.4% | +139.7% | +138.4% |
| YTD | +123.0% | +16.3% | +106.7% | +114.9% |
| 1Y | +195.2% | +29.8% | +165.4% | +175.1% |
| 3Y | +336.3% | +111.1% | +225.3% | +253.8% |
| All | +337.5% | +173.6% | +164.0% | +226.7% |
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