+1,708.7%
ATI vs ITUB
+1,920.1%
-211.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.8% | +3.4% |
| 7D | -0.1% | +8.7% | -8.8% | -4.6% |
| 30D | +2.7% | -0.7% | +3.4% | +2.6% |
| 3M | +16.3% | +7.8% | +8.5% | +11.0% |
| 6M | +30.2% | -3.4% | +33.6% | +31.8% |
| YTD | +83.6% | +16.3% | +67.3% | +67.4% |
| 1Y | +173.0% | +29.8% | +143.2% | +133.4% |
| 3Y | +356.6% | +111.1% | +245.6% | +189.5% |
| 5Y | +1,074.2% | +173.6% | +900.6% | +507.7% |
| 10Y | +1,136.2% | +193.2% | +943.0% | +439.0% |
| All | +1,708.7% | +1,920.1% | -211.4% | +238.4% |
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 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