+5,952.3%
AME vs ITUB
+1,767.9%
+4,184.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.1% |
| 7D | +5.9% | +1.9% | +4.0% | +5.3% |
| 30D | -1.9% | -22.2% | +20.3% | +3.8% |
| 3M | -5.4% | +2.7% | -8.1% | -7.6% |
| 6M | +4.9% | -3.0% | +7.9% | +3.7% |
| YTD | +18.5% | +7.5% | +10.9% | +13.6% |
| 1Y | +25.5% | +10.5% | +15.0% | +19.2% |
| 3Y | +63.0% | +81.0% | -18.0% | +33.3% |
| 5Y | +78.3% | +181.8% | -103.5% | +24.8% |
| 10Y | +447.1% | +170.2% | +276.9% | +254.0% |
| All | +5,952.3% | +1,767.9% | +4,184.4% | +2,185.6% |
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 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