+130.6%
ARMK vs ITUB
+175.8%
-45.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.6% |
| 7D | +2.7% | +1.9% | +0.8% | +2.1% |
| 30D | -1.5% | -22.2% | +20.7% | +5.1% |
| 3M | -11.6% | +2.7% | -14.3% | -14.5% |
| 6M | +6.7% | -3.0% | +9.7% | +4.6% |
| YTD | +47.4% | +7.5% | +39.9% | +38.5% |
| 1Y | +41.5% | +10.5% | +31.0% | +31.3% |
| 3Y | +95.5% | +81.0% | +14.5% | +48.9% |
| 5Y | +108.4% | +181.8% | -73.4% | +29.1% |
| All | +130.6% | +175.8% | -45.2% | +53.6% |
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