+894.1%
AMGN vs ITUB
+1,902.7%
-1,008.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | -11.6% | 0.0% | -11.6% | -11.7% |
| 30D | -5.7% | +2.6% | -8.2% | -6.1% |
| 3M | +14.2% | +8.4% | +5.8% | +12.5% |
| 6M | +5.2% | -0.5% | +5.7% | +4.9% |
| YTD | +22.0% | +15.3% | +6.7% | +18.6% |
| 1Y | +43.6% | +28.7% | +14.9% | +37.1% |
| 3Y | +65.0% | +118.7% | -53.7% | +43.5% |
| 5Y | +112.0% | +182.7% | -70.6% | +73.1% |
| 10Y | +216.6% | +207.6% | +9.0% | +139.2% |
| All | +894.1% | +1,902.7% | -1,008.6% | +460.3% |
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