+88.0%
ARM vs ITUB
+30.7%
+57.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.8% | +2.8% |
| 7D | +11.4% | +8.2% | +3.1% | +7.1% |
| 30D | -7.4% | +4.7% | -12.1% | -9.5% |
| 3M | -24.5% | +13.0% | -37.5% | -29.8% |
| 6M | +128.7% | +4.2% | +124.5% | +120.7% |
| YTD | +139.3% | +18.6% | +120.7% | +121.6% |
| 1Y | +88.0% | +31.3% | +56.7% | +62.2% |
| All | +88.0% | +30.7% | +57.3% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling