+137.8%
AS vs ITUB
+57.9%
+79.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | +4.5% | +4.9% | -0.4% | +3.3% |
| 30D | +13.2% | -27.2% | +40.5% | +21.7% |
| 3M | -11.9% | -6.1% | -5.8% | -12.9% |
| 6M | -11.6% | -10.7% | -0.9% | -11.4% |
| YTD | -14.7% | +5.5% | -20.2% | -17.7% |
| 1Y | +5.7% | +7.8% | -2.1% | +1.2% |
| All | +137.8% | +57.9% | +79.9% | +110.4% |
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