+1,120.1%
APD vs ITUB
+1,920.1%
-800.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.2% | +8.7% | -10.9% | -4.4% |
| 30D | +2.1% | -0.7% | +2.8% | +2.1% |
| 3M | +7.2% | +7.8% | -0.6% | +4.7% |
| 6M | +11.2% | -3.4% | +14.7% | +11.2% |
| YTD | +24.4% | +16.3% | +8.1% | +17.8% |
| 1Y | +6.7% | +29.8% | -23.2% | -2.2% |
| 3Y | +9.2% | +111.1% | -101.8% | -13.9% |
| 5Y | +27.4% | +173.6% | -146.2% | -9.9% |
| 10Y | +164.8% | +193.2% | -28.4% | +64.8% |
| All | +1,120.1% | +1,920.1% | -800.0% | +351.8% |
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