+181.2%
APA vs ITUB
+1,767.9%
-1,586.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +0.8% |
| 7D | +8.5% | +1.9% | +6.6% | +7.7% |
| 30D | +2.8% | -22.2% | +25.0% | +11.3% |
| 3M | +21.7% | +2.7% | +19.0% | +17.1% |
| 6M | +32.6% | -3.0% | +35.6% | +29.3% |
| YTD | +103.7% | +7.5% | +96.2% | +86.8% |
| 1Y | +101.8% | +10.5% | +91.3% | +82.6% |
| 3Y | +48.1% | +81.0% | -32.9% | +7.8% |
| 5Y | +91.9% | +181.8% | -89.9% | +13.1% |
| 10Y | +8.4% | +170.2% | -161.8% | -35.5% |
| All | +181.2% | +1,767.9% | -1,586.6% | +14.6% |
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 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