+527.5%
APP vs ITUB
+193.2%
+334.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.7% | +3.2% |
| 7D | +4.6% | +1.9% | +2.7% | +4.0% |
| 30D | +56.0% | -22.2% | +78.2% | +68.0% |
| 3M | +30.8% | +2.7% | +28.1% | +26.7% |
| 6M | -9.8% | -3.0% | -6.8% | -10.9% |
| YTD | -39.3% | +7.5% | -46.8% | -41.7% |
| 1Y | -26.4% | +10.5% | -36.9% | -30.0% |
| 3Y | +887.9% | +81.0% | +806.9% | +694.2% |
| 5Y | +264.1% | +181.8% | +82.3% | +142.9% |
| All | +527.5% | +193.2% | +334.2% | +326.4% |
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