+6,527.7%
AMT vs ITUB
+1,920.1%
+4,607.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.2% | +8.7% | -8.9% | -2.4% |
| 30D | +4.6% | -0.7% | +5.3% | +4.6% |
| 3M | -8.4% | +7.8% | -16.2% | -10.6% |
| 6M | -6.0% | -3.4% | -2.6% | -5.9% |
| YTD | +2.1% | +16.3% | -14.2% | -3.1% |
| 1Y | -6.4% | +29.8% | -36.2% | -13.9% |
| 3Y | +8.1% | +111.1% | -103.0% | -14.1% |
| 5Y | -31.9% | +173.6% | -205.5% | -51.4% |
| 10Y | +97.1% | +193.2% | -96.1% | +22.9% |
| All | +6,527.7% | +1,920.1% | +4,607.6% | +1,347.4% |
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