+142.4%
AMT vs ITUB
+175.8%
-33.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +1.5% | +1.9% | -0.4% | +1.2% |
| 30D | +6.8% | -22.2% | +29.0% | +10.7% |
| 3M | +11.2% | +2.7% | +8.5% | +9.7% |
| 6M | +12.5% | -3.0% | +15.4% | +11.7% |
| YTD | +12.5% | +7.5% | +5.0% | +9.2% |
| 1Y | +10.1% | +10.5% | -0.4% | +6.2% |
| 3Y | +16.0% | +81.0% | -65.0% | +1.4% |
| 5Y | -17.2% | +181.8% | -199.0% | -34.4% |
| All | +142.4% | +175.8% | -33.3% | +84.0% |
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