-99.8%
AMIX vs ITUB
+74.6%
-174.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -2.3% |
| 7D | -13.7% | +8.7% | -22.4% | -10.2% |
| 30D | -62.1% | -0.7% | -61.4% | -62.8% |
| 3M | -46.2% | +7.8% | -54.0% | -48.8% |
| 6M | -46.4% | -3.4% | -43.0% | -47.7% |
| YTD | -60.3% | +16.3% | -76.5% | -63.2% |
| 1Y | -79.7% | +29.8% | -109.5% | -81.7% |
| All | -99.8% | +74.6% | -174.4% | -99.8% |
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