+506.6%
APP vs ITUB
+187.8%
+318.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.8% |
| 7D | +61.1% | +4.9% | +56.2% | +58.8% |
| 30D | +42.8% | -27.2% | +70.0% | +57.4% |
| 3M | +16.7% | -6.1% | +22.8% | +16.7% |
| 6M | -15.6% | -10.7% | -4.9% | -14.2% |
| YTD | -41.3% | +5.5% | -46.8% | -43.2% |
| 1Y | -39.3% | +7.8% | -47.1% | -41.8% |
| 3Y | +803.2% | +75.0% | +728.2% | +634.1% |
| 5Y | +313.2% | +178.6% | +134.6% | +177.0% |
| All | +506.6% | +187.8% | +318.8% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling