+5,833.9%
AME vs ITUB
+1,920.1%
+3,913.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +0.6% | +8.7% | -8.1% | -1.6% |
| 30D | -6.7% | -0.7% | -6.0% | -6.7% |
| 3M | +4.1% | +7.8% | -3.7% | +1.6% |
| 6M | +1.6% | -3.4% | +5.0% | +2.0% |
| YTD | +16.1% | +16.3% | -0.1% | +10.8% |
| 1Y | +27.3% | +29.8% | -2.5% | +17.6% |
| 3Y | +50.9% | +111.1% | -60.2% | +20.0% |
| 5Y | +81.4% | +173.6% | -92.2% | +29.4% |
| 10Y | +417.0% | +193.2% | +223.7% | +230.4% |
| All | +5,833.9% | +1,920.1% | +3,913.8% | +2,129.1% |
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