+151.6%
APA vs ITUB
+1,959.7%
-1,808.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +1.1% |
| 7D | -1.7% | +8.2% | -9.9% | -4.7% |
| 30D | +15.7% | +4.7% | +11.0% | +13.4% |
| 3M | +16.5% | +13.0% | +3.4% | +10.3% |
| 6M | +35.1% | +4.2% | +30.9% | +29.8% |
| YTD | +82.2% | +18.6% | +63.7% | +65.1% |
| 1Y | +102.5% | +31.3% | +71.2% | +75.6% |
| 3Y | +10.3% | +124.9% | -114.6% | -24.7% |
| 5Y | +166.1% | +195.6% | -29.5% | +57.4% |
| 10Y | -4.9% | +196.4% | -201.3% | -44.3% |
| All | +151.6% | +1,959.7% | -1,808.2% | +1.3% |
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 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