-4.1%
APA vs ITUB
+219.0%
-223.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.9% |
| 7D | +0.8% | +1.0% | -0.2% | +0.3% |
| 30D | +9.6% | +10.7% | -1.1% | +4.2% |
| 3M | +18.0% | +10.1% | +7.9% | +11.7% |
| 6M | +41.9% | -0.1% | +42.0% | +37.8% |
| YTD | +86.3% | +18.4% | +67.9% | +64.2% |
| 1Y | +97.9% | +31.3% | +66.6% | +64.5% |
| 3Y | +12.8% | +124.6% | -111.8% | -31.8% |
| 5Y | +177.2% | +192.0% | -14.8% | +35.8% |
| All | -4.1% | +219.0% | -223.1% | -55.1% |
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