+268.6%
ARM vs ITUB
+81.0%
+187.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -5.3% |
| 7D | +9.1% | +1.9% | +7.2% | +8.5% |
| 30D | -19.9% | -22.2% | +2.2% | -14.4% |
| 3M | -31.6% | +2.7% | -34.3% | -35.9% |
| 6M | -13.9% | -3.0% | -10.9% | -17.4% |
| YTD | +74.3% | +7.5% | +66.8% | +60.2% |
| 1Y | +35.8% | +10.5% | +25.3% | +23.1% |
| 3Y | +268.6% | +81.0% | +187.6% | +139.7% |
| All | +268.6% | +81.0% | +187.6% | +139.7% |
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 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