+228.9%
ARM vs ITUB
+85.1%
+143.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.4% | +4.3% |
| 7D | -15.2% | +3.7% | -18.9% | -16.3% |
| 30D | -40.7% | -24.1% | -16.6% | -36.0% |
| 3M | -39.1% | -9.6% | -29.5% | -39.6% |
| 6M | -26.4% | -11.5% | -14.9% | -26.5% |
| YTD | +59.7% | +5.5% | +54.2% | +47.5% |
| 1Y | +10.3% | +9.9% | +0.5% | -0.2% |
| 3Y | +228.9% | +84.8% | +144.1% | +110.3% |
| All | +228.9% | +85.1% | +143.8% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling