-18.3%
AMRZ vs ITUB
+41.8%
-60.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.2% | -5.0% |
| 7D | -2.0% | +8.2% | -10.3% | -4.9% |
| 30D | -9.8% | +4.7% | -14.5% | -11.6% |
| 3M | -17.2% | +13.0% | -30.2% | -21.3% |
| 6M | -26.9% | +4.2% | -31.1% | -28.3% |
| YTD | -21.5% | +18.6% | -40.0% | -24.2% |
| 1Y | -22.9% | +31.3% | -54.1% | -27.4% |
| All | -18.3% | +41.8% | -60.1% | -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