+459.6%
APLD vs ITUB
+126.0%
+333.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.4% | -2.1% |
| 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% | -39.3% |
| 6M | +0.4% | -0.5% | +1.0% | +1.0% |
| YTD | +10.7% | +15.3% | -4.6% | +1.9% |
| 1Y | +78.6% | +28.7% | +49.8% | +50.2% |
| 3Y | +423.9% | +118.7% | +305.3% | +200.9% |
| All | +459.6% | +126.0% | +333.5% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling