+179.9%
APTV vs ITUB
+180.9%
-1.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.0% | -6.6% | -5.2% |
| 7D | +2.0% | +8.2% | -6.3% | -0.6% |
| 30D | -7.7% | +4.7% | -12.4% | -9.2% |
| 3M | -34.0% | +13.0% | -47.0% | -36.6% |
| 6M | -37.1% | +4.2% | -41.3% | -38.1% |
| YTD | -39.9% | +18.6% | -58.5% | -43.3% |
| 1Y | -44.4% | +31.3% | -75.7% | -49.4% |
| 3Y | -54.5% | +124.9% | -179.4% | -65.4% |
| 5Y | -69.1% | +195.6% | -264.7% | -79.1% |
| 10Y | -20.0% | +196.4% | -216.4% | -49.1% |
| All | +179.9% | +180.9% | -1.0% | +60.7% |
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