-35.7%
AUR vs ITUB
+203.5%
-239.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +1.4% | +2.2% | -0.8% | +0.5% |
| 30D | -6.4% | +12.6% | -19.0% | -10.6% |
| 3M | +7.7% | +6.4% | +1.3% | +5.0% |
| 6M | +44.5% | +0.6% | +43.9% | +43.9% |
| YTD | +67.4% | +18.8% | +48.6% | +56.2% |
| 1Y | +15.4% | +31.0% | -15.6% | +3.9% |
| 3Y | +94.8% | +118.1% | -23.2% | +47.8% |
| 5Y | -35.1% | +193.0% | -228.1% | -51.6% |
| All | -35.7% | +203.5% | -239.2% | -52.3% |
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