+78.6%
APLD vs ITUB
+28.5%
+50.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.4% | -1.7% |
| 7D | +9.0% | 0.0% | +9.0% | +9.1% |
| 30D | -6.6% | +2.6% | -9.2% | -8.7% |
| 3M | -35.2% | +8.4% | -43.7% | -39.7% |
| 6M | +0.4% | -0.5% | +1.0% | +0.2% |
| YTD | +10.7% | +15.3% | -4.6% | +14.9% |
| 1Y | +78.6% | +28.7% | +49.8% | +101.1% |
| All | +78.6% | +28.5% | +50.0% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling