-9.0%
AUR vs ITUB
+9.0%
-18.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -5.5% |
| 7D | -19.8% | -1.6% | -18.2% | -19.4% |
| 30D | -29.0% | -26.6% | -2.4% | -21.8% |
| 3M | -43.6% | -11.1% | -32.5% | -43.9% |
| 6M | -36.6% | -13.1% | -23.6% | -36.4% |
| YTD | +6.3% | +3.9% | +2.4% | -4.0% |
| 1Y | -9.0% | +9.8% | -18.8% | -22.4% |
| All | -9.0% | +9.0% | -18.0% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling