+130.3%
ARMK vs ITUB
+169.9%
-39.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.9% |
| 7D | +7.1% | +1.1% | +6.0% | +6.8% |
| 30D | -1.6% | -25.4% | +23.8% | +6.4% |
| 3M | -10.5% | -0.3% | -10.3% | -12.8% |
| 6M | +11.8% | -8.0% | +19.7% | +11.4% |
| YTD | +47.3% | +5.2% | +42.0% | +39.3% |
| 1Y | +41.5% | +7.4% | +34.1% | +32.5% |
| 3Y | +95.3% | +74.5% | +20.8% | +50.5% |
| 5Y | +108.1% | +175.8% | -67.7% | +29.8% |
| All | +130.3% | +169.9% | -39.6% | +54.5% |
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