+563.3%
AU vs ITUB
+1,957.2%
-1,393.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -5.0% |
| 7D | -7.0% | +1.0% | -7.9% | -7.3% |
| 30D | +7.3% | +10.7% | -3.4% | +4.2% |
| 3M | +33.2% | +10.1% | +23.2% | +29.4% |
| 6M | -0.6% | -0.1% | -0.5% | -0.5% |
| YTD | +26.2% | +18.4% | +7.7% | +20.7% |
| 1Y | +68.3% | +31.3% | +37.0% | +56.4% |
| 3Y | +592.1% | +124.6% | +467.5% | +452.4% |
| 5Y | +685.3% | +192.0% | +493.3% | +463.9% |
| 10Y | +682.5% | +216.0% | +466.6% | +376.6% |
| All | +563.3% | +1,957.2% | -1,393.9% | +153.6% |
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