+123.4%
AS vs ITUB
+60.9%
+62.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.4% |
| 7D | -4.9% | +1.9% | -6.8% | -5.3% |
| 30D | +3.9% | -22.2% | +26.1% | +9.6% |
| 3M | -9.6% | +2.7% | -12.3% | -13.2% |
| 6M | -8.7% | -3.0% | -5.7% | -10.9% |
| YTD | -19.8% | +7.5% | -27.4% | -23.0% |
| 1Y | -1.5% | +10.5% | -12.0% | -6.3% |
| All | +123.4% | +60.9% | +62.5% | +96.8% |
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