+85.5%
AME vs ITUB
+185.6%
-100.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.3% |
| 7D | 0.0% | +1.0% | -1.0% | -0.2% |
| 30D | -8.6% | +10.7% | -19.3% | -10.2% |
| 3M | +5.8% | +10.1% | -4.3% | +3.8% |
| 6M | +3.8% | -0.1% | +4.0% | +3.5% |
| YTD | +14.4% | +18.4% | -4.0% | +11.1% |
| 1Y | +25.8% | +31.3% | -5.5% | +20.0% |
| 3Y | +55.2% | +124.6% | -69.4% | +35.1% |
| 5Y | +85.5% | +192.0% | -106.4% | +53.4% |
| All | +85.5% | +185.6% | -100.1% | +53.4% |
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