-15.1%
AMRZ vs ITUB
+30.8%
-45.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -1.9% | +8.7% | -10.6% | -5.4% |
| 30D | -16.9% | -0.7% | -16.2% | -16.7% |
| 3M | -19.2% | +7.8% | -27.0% | -22.1% |
| 6M | -29.3% | -3.4% | -25.9% | -29.1% |
| YTD | -18.0% | +16.3% | -34.2% | -20.9% |
| 1Y | -15.1% | +29.8% | -44.9% | -22.7% |
| All | -15.1% | +30.8% | -45.8% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling