+106.2%
AMT vs ITUB
+220.1%
-113.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.8% |
| 7D | +1.1% | +2.2% | -1.1% | +0.7% |
| 30D | +4.4% | +12.6% | -8.3% | +2.2% |
| 3M | -5.2% | +6.4% | -11.6% | -6.4% |
| 6M | -0.8% | +0.6% | -1.4% | -1.4% |
| YTD | +3.3% | +18.8% | -15.6% | -0.7% |
| 1Y | -6.0% | +31.0% | -37.0% | -11.4% |
| 3Y | +9.6% | +118.1% | -108.5% | -6.8% |
| 5Y | -29.2% | +193.0% | -222.3% | -44.3% |
| All | +106.2% | +220.1% | -113.9% | +51.2% |
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