+193.0%
ARM vs ITUB
+93.9%
+99.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.3% | +4.4% | +5.9% |
| 7D | -5.3% | +5.5% | -10.8% | -7.1% |
| 30D | -30.0% | -25.6% | -4.5% | -23.5% |
| 3M | -34.1% | -4.7% | -29.4% | -36.0% |
| 6M | -12.6% | -8.6% | -4.0% | -13.9% |
| YTD | +70.4% | +7.9% | +62.5% | +55.8% |
| 1Y | +22.3% | +11.2% | +11.1% | +9.9% |
| 3Y | +261.2% | +82.6% | +178.5% | +139.7% |
| All | +193.0% | +93.9% | +99.1% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling