+125.4%
ARMK vs ITUB
+125.3%
+0.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.0% |
| 7D | +1.7% | +8.2% | -6.5% | +0.2% |
| 30D | +3.1% | +4.7% | -1.6% | +2.1% |
| 3M | +9.2% | +13.0% | -3.8% | +6.4% |
| 6M | +43.7% | +4.2% | +39.5% | +41.9% |
| YTD | +57.4% | +18.6% | +38.8% | +51.4% |
| 1Y | +51.9% | +31.3% | +20.6% | +42.5% |
| 3Y | +125.4% | +124.9% | +0.5% | +77.4% |
| All | +125.4% | +125.3% | +0.1% | +77.4% |
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