+302.2%
ARMK vs ITUB
+218.7%
+83.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.4% | +8.7% | -11.1% | -4.6% |
| 30D | 0.0% | -0.7% | +0.7% | 0.0% |
| 3M | +6.7% | +7.8% | -1.1% | +4.2% |
| 6M | +38.8% | -3.4% | +42.2% | +39.1% |
| YTD | +55.2% | +16.3% | +38.9% | +47.7% |
| 1Y | +46.6% | +29.8% | +16.8% | +35.0% |
| 3Y | +112.9% | +111.1% | +1.8% | +69.1% |
| 5Y | +144.0% | +173.6% | -29.6% | +75.2% |
| 10Y | +132.4% | +193.2% | -60.8% | +59.0% |
| All | +302.2% | +218.7% | +83.5% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling