-30.9%
AMT vs ITUB
+186.4%
-217.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.2% |
| 7D | +1.5% | 0.0% | +1.5% | +1.4% |
| 30D | +3.7% | +2.6% | +1.2% | +3.3% |
| 3M | -7.2% | +8.4% | -15.6% | -8.5% |
| 6M | -4.2% | -0.5% | -3.6% | -4.5% |
| YTD | +1.9% | +15.3% | -13.4% | -1.1% |
| 1Y | -6.4% | +28.7% | -35.1% | -10.9% |
| 3Y | +7.7% | +118.7% | -110.9% | -6.6% |
| 5Y | -30.9% | +182.7% | -213.6% | -43.6% |
| All | -30.9% | +186.4% | -217.3% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling