-18.5%
AMRZ vs ITUB
+26.2%
-44.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | +1.2% | +3.7% | -2.5% | +0.3% |
| 30D | +15.1% | -24.1% | +39.2% | +21.8% |
| 3M | -18.1% | -9.6% | -8.5% | -18.5% |
| 6M | -23.5% | -11.5% | -11.9% | -23.5% |
| YTD | -21.6% | +5.5% | -27.1% | -24.3% |
| 1Y | -14.7% | +9.9% | -24.6% | -18.7% |
| All | -18.5% | +26.2% | -44.7% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling