+3,209.1%
AMD vs ITUB
+1,733.1%
+1,475.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.7% | +10.5% |
| 7D | -11.0% | +3.7% | -14.7% | -12.3% |
| 30D | -30.5% | -24.1% | -6.4% | -24.0% |
| 3M | -8.2% | -9.6% | +1.3% | -6.9% |
| 6M | +6.6% | -11.5% | +18.1% | +9.2% |
| YTD | +109.7% | +5.5% | +104.2% | +101.5% |
| 1Y | +88.9% | +9.9% | +79.1% | +78.3% |
| 3Y | +301.8% | +84.8% | +217.1% | +206.2% |
| 5Y | +229.4% | +182.6% | +46.7% | +104.8% |
| 10Y | +6,745.1% | +141.7% | +6,603.4% | +3,803.6% |
| All | +3,209.1% | +1,733.1% | +1,475.9% | +667.5% |
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