+136.8%
ARMK vs ITUB
+219.0%
-82.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.2% |
| 30D | -5.9% | +10.7% | -16.7% | -9.2% |
| 3M | +6.7% | +10.1% | -3.4% | +2.9% |
| 6M | +42.5% | -0.1% | +42.7% | +41.3% |
| YTD | +55.1% | +18.4% | +36.7% | +44.7% |
| 1Y | +50.3% | +31.3% | +19.0% | +34.7% |
| 3Y | +122.2% | +124.6% | -2.4% | +61.3% |
| 5Y | +155.2% | +192.0% | -36.8% | +60.9% |
| All | +136.8% | +219.0% | -82.1% | +49.6% |
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