-36.7%
AUR vs ITUB
+202.5%
-239.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.7% |
| 7D | +0.2% | +1.0% | -0.8% | -0.3% |
| 30D | -8.9% | +10.7% | -19.6% | -12.5% |
| 3M | +4.6% | +10.1% | -5.4% | +0.7% |
| 6M | +44.9% | -0.1% | +45.0% | +44.6% |
| YTD | +64.8% | +18.4% | +46.4% | +54.0% |
| 1Y | +16.4% | +31.3% | -14.9% | +4.6% |
| 3Y | +85.1% | +124.6% | -39.5% | +39.4% |
| 5Y | -36.1% | +192.0% | -228.1% | -52.3% |
| All | -36.7% | +202.5% | -239.2% | -53.0% |
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