-14.7%
AMRZ vs ITUB
+39.1%
-53.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -1.9% | +8.7% | -10.6% | -5.0% |
| 30D | -16.9% | -0.7% | -16.2% | -16.7% |
| 3M | -19.2% | +7.8% | -27.0% | -21.7% |
| 6M | -29.3% | -3.4% | -25.9% | -29.1% |
| YTD | -18.0% | +16.3% | -34.2% | -20.2% |
| 1Y | -15.1% | +29.8% | -44.9% | -19.6% |
| All | -14.7% | +39.1% | -53.8% | -20.3% |
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 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