-11.1%
AMRZ vs ITUB
+10.6%
-21.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.7% |
| 7D | -1.1% | +5.5% | -6.6% | -2.4% |
| 30D | +18.3% | -25.6% | +43.8% | +26.4% |
| 3M | -8.0% | -4.7% | -3.3% | -10.6% |
| 6M | -18.7% | -8.6% | -10.0% | -19.7% |
| YTD | -19.8% | +7.9% | -27.8% | -22.3% |
| All | -11.1% | +10.6% | -21.7% | -13.6% |
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