+446.5%
APLD vs ITUB
+125.3%
+321.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +5.8% |
| 7D | +16.6% | +8.2% | +8.3% | +9.4% |
| 30D | -3.1% | +4.7% | -7.8% | -7.0% |
| 3M | -30.9% | +13.0% | -43.9% | -37.6% |
| 6M | +12.6% | +4.2% | +8.4% | +9.1% |
| YTD | +15.5% | +18.6% | -3.1% | +4.0% |
| 1Y | +103.5% | +31.3% | +72.3% | +67.9% |
| 3Y | +446.5% | +124.9% | +321.6% | +182.5% |
| All | +446.5% | +125.3% | +321.2% | +182.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling