-17.9%
AMT vs ITUB
+181.9%
-199.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.4% |
| 7D | -2.4% | +3.7% | -6.1% | -2.9% |
| 30D | +4.2% | -24.9% | +29.1% | +7.9% |
| 3M | +13.4% | +0.8% | +12.6% | +12.3% |
| 6M | +9.4% | -6.6% | +16.0% | +9.3% |
| YTD | +11.7% | +7.8% | +3.9% | +8.3% |
| 1Y | +7.1% | +7.4% | -0.2% | +3.9% |
| 3Y | +15.1% | +78.8% | -63.7% | +0.8% |
| 5Y | -17.9% | +179.9% | -197.8% | -35.3% |
| All | -17.9% | +181.9% | -199.8% | -35.3% |
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 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