+243.9%
APLD vs ITUB
+106.9%
+137.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.2% |
| 7D | -6.3% | +4.9% | -11.2% | -9.3% |
| 30D | -29.6% | -27.2% | -2.3% | -15.0% |
| 3M | -42.6% | -6.1% | -36.5% | -43.6% |
| 6M | -59.6% | -10.7% | -48.9% | -58.6% |
| YTD | -32.0% | +5.5% | -37.5% | -37.0% |
| 1Y | -46.9% | +7.8% | -54.8% | -52.0% |
| 3Y | +255.7% | +75.0% | +180.7% | +125.3% |
| All | +243.9% | +106.9% | +137.0% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling