+35.8%
ARM vs ITUB
+8.1%
+27.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.2% | +9.9% | +11.5% |
| 7D | +6.0% | +3.7% | +2.3% | +5.2% |
| 30D | -20.3% | -24.9% | +4.6% | -14.9% |
| 3M | -24.4% | +0.8% | -25.2% | -30.1% |
| 6M | -4.4% | -6.6% | +2.3% | -8.4% |
| YTD | +86.0% | +7.8% | +78.2% | +66.9% |
| 1Y | +35.8% | +7.4% | +28.4% | +22.3% |
| All | +35.8% | +8.1% | +27.8% | +22.3% |
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