-54.4%
APTV vs ITUB
+120.9%
-175.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -5.0% | +2.2% | -7.2% | -5.8% |
| 30D | -6.1% | +12.6% | -18.7% | -10.1% |
| 3M | -33.0% | +6.4% | -39.4% | -34.5% |
| 6M | -35.2% | +0.6% | -35.8% | -35.7% |
| YTD | -40.1% | +18.8% | -59.0% | -44.0% |
| 1Y | -45.6% | +31.0% | -76.6% | -51.0% |
| 3Y | -54.4% | +118.1% | -172.4% | -65.8% |
| All | -54.4% | +120.9% | -175.2% | -65.8% |
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