+199.0%
AMD vs ITUB
+184.7%
+14.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.7% | +10.6% |
| 7D | -11.0% | +3.7% | -14.7% | -12.0% |
| 30D | -30.5% | -24.1% | -6.4% | -25.3% |
| 3M | -8.2% | -9.6% | +1.3% | -7.7% |
| 6M | +6.6% | -11.5% | +18.1% | +8.1% |
| YTD | +109.7% | +5.5% | +104.2% | +103.1% |
| 1Y | +88.9% | +9.9% | +79.1% | +80.4% |
| 3Y | +301.8% | +84.8% | +217.1% | +227.6% |
| All | +199.0% | +184.7% | +14.3% | +106.6% |
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 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