+576.8%
ASTS vs ITUB
+84.9%
+491.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.2% | +5.5% |
| 7D | +18.5% | +8.2% | +10.2% | +15.7% |
| 30D | -8.1% | +4.7% | -12.8% | -9.4% |
| 3M | -28.2% | +13.0% | -41.2% | -30.9% |
| 6M | -26.1% | +4.2% | -30.3% | -26.9% |
| YTD | -9.0% | +18.6% | -27.5% | -12.7% |
| 1Y | +62.2% | +31.3% | +30.9% | +51.3% |
| 3Y | +1,621.9% | +124.9% | +1,497.0% | +1,316.8% |
| 5Y | +457.0% | +195.6% | +261.4% | +337.9% |
| All | +576.8% | +84.9% | +491.8% | +428.7% |
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