+391.7%
APP vs ITUB
+217.1%
+174.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +0.9% | +8.7% | -7.8% | -2.2% |
| 30D | -23.3% | -0.7% | -22.6% | -23.1% |
| 3M | -42.6% | +7.8% | -50.4% | -44.3% |
| 6M | -33.6% | -3.4% | -30.2% | -33.2% |
| YTD | -52.4% | +16.3% | -68.7% | -54.6% |
| 1Y | -35.9% | +29.8% | -65.7% | -41.2% |
| 3Y | +642.2% | +111.1% | +531.1% | +479.2% |
| 5Y | +311.1% | +173.6% | +137.5% | +182.5% |
| All | +391.7% | +217.1% | +174.5% | +231.7% |
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