+25.3%
APD vs ITUB
+186.4%
-161.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.5% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -4.2% | +2.6% | -6.8% | -4.6% |
| 3M | +5.0% | +8.4% | -3.4% | +3.8% |
| 6M | +8.9% | -0.5% | +9.5% | +8.6% |
| YTD | +21.9% | +15.3% | +6.6% | +18.5% |
| 1Y | +5.6% | +28.7% | -23.2% | +0.7% |
| 3Y | +6.9% | +118.7% | -111.8% | -6.7% |
| 5Y | +25.3% | +182.7% | -157.3% | +4.4% |
| All | +25.3% | +186.4% | -161.0% | +4.4% |
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 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