+131.9%
AS vs ITUB
+61.3%
+70.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.0% |
| 7D | -3.0% | +3.7% | -6.7% | -3.9% |
| 30D | +9.6% | -24.9% | +34.5% | +16.8% |
| 3M | -8.2% | +0.8% | -9.0% | -11.3% |
| 6M | -9.9% | -6.6% | -3.3% | -11.0% |
| YTD | -16.8% | +7.8% | -24.6% | -20.2% |
| 1Y | +3.0% | +7.4% | -4.4% | -1.3% |
| All | +131.9% | +61.3% | +70.6% | +104.1% |
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 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