+1,190.3%
APD vs ITUB
+1,767.9%
-577.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | +3.8% | +1.9% | +1.9% | +3.3% |
| 30D | +8.2% | -22.2% | +30.4% | +14.4% |
| 3M | +4.3% | +2.7% | +1.6% | +2.0% |
| 6M | +4.7% | -3.0% | +7.7% | +3.5% |
| YTD | +31.5% | +7.5% | +24.0% | +25.3% |
| 1Y | +23.5% | +10.5% | +13.1% | +16.7% |
| 3Y | +29.1% | +81.0% | -51.9% | +4.8% |
| 5Y | +15.9% | +181.8% | -165.9% | -19.5% |
| 10Y | +191.9% | +170.2% | +21.8% | +83.9% |
| All | +1,190.3% | +1,767.9% | -577.5% | +380.5% |
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