+892.4%
APP vs ITUB
+85.1%
+807.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.5% | +9.3% |
| 7D | +71.2% | +3.7% | +67.5% | +69.0% |
| 30D | +39.1% | -24.1% | +63.2% | +52.2% |
| 3M | +16.5% | -9.6% | +26.1% | +17.2% |
| 6M | -16.6% | -11.5% | -5.0% | -15.4% |
| YTD | -41.9% | +5.5% | -47.5% | -44.3% |
| 1Y | -37.0% | +9.9% | -46.9% | -40.8% |
| 3Y | +892.4% | +84.8% | +807.7% | +550.3% |
| All | +892.4% | +85.1% | +807.3% | +550.3% |
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 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