-68.8%
APTV vs ITUB
+185.6%
-254.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | -0.1% | +1.8% |
| 7D | -1.8% | +1.0% | -2.8% | -2.1% |
| 30D | -7.9% | +10.7% | -18.6% | -11.0% |
| 3M | -29.9% | +10.1% | -40.0% | -32.1% |
| 6M | -36.6% | -0.1% | -36.5% | -36.8% |
| YTD | -40.0% | +18.4% | -58.4% | -43.4% |
| 1Y | -44.0% | +31.3% | -75.3% | -49.1% |
| 3Y | -54.5% | +124.6% | -179.1% | -65.2% |
| 5Y | -68.8% | +192.0% | -260.8% | -79.0% |
| All | -68.8% | +185.6% | -254.4% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling