+378.5%
APP vs ITUB
+223.3%
+155.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.6% | -3.4% |
| 7D | +0.1% | +8.2% | -8.2% | -2.8% |
| 30D | -10.0% | +4.7% | -14.7% | -11.6% |
| 3M | -44.6% | +13.0% | -57.7% | -47.2% |
| 6M | -37.9% | +4.2% | -42.0% | -39.1% |
| YTD | -53.7% | +18.6% | -72.3% | -56.1% |
| 1Y | -43.0% | +31.3% | -74.2% | -47.9% |
| 3Y | +640.8% | +124.9% | +515.9% | +466.5% |
| 5Y | +358.8% | +195.6% | +163.2% | +204.3% |
| All | +378.5% | +223.3% | +155.2% | +220.5% |
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