-35.1%
AUR vs ITUB
+186.2%
-221.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +1.4% | +2.2% | -0.8% | +0.4% |
| 30D | -6.4% | +12.6% | -19.0% | -11.0% |
| 3M | +7.7% | +6.4% | +1.3% | +4.8% |
| 6M | +44.5% | +0.6% | +43.9% | +43.8% |
| YTD | +67.4% | +18.8% | +48.6% | +55.1% |
| 1Y | +15.4% | +31.0% | -15.6% | +2.8% |
| 3Y | +94.8% | +118.1% | -23.2% | +43.2% |
| All | -35.1% | +186.2% | -221.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling