+229.3%
APLD vs ITUB
+110.8%
+118.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -8.0% | -7.2% |
| 7D | +2.7% | +1.9% | +0.8% | +1.5% |
| 30D | -21.4% | -22.2% | +0.8% | -9.5% |
| 3M | -47.8% | +2.7% | -50.6% | -51.9% |
| 6M | -64.9% | -3.0% | -61.9% | -66.1% |
| YTD | -34.9% | +7.5% | -42.4% | -40.4% |
| 1Y | -30.7% | +10.5% | -41.2% | -38.3% |
| 3Y | +305.3% | +81.0% | +224.3% | +150.6% |
| All | +229.3% | +110.8% | +118.5% | +40.5% |
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