+2.1%
AVTR vs ITUB
+122.5%
-120.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -1.1% | +2.2% | -3.3% | -1.6% |
| 30D | +6.3% | +12.6% | -6.3% | +3.1% |
| 3M | +53.3% | +6.4% | +46.9% | +50.3% |
| 6M | +78.6% | +0.6% | +78.1% | +77.2% |
| YTD | +29.2% | +18.8% | +10.4% | +21.9% |
| 1Y | +13.8% | +31.0% | -17.2% | +4.0% |
| 3Y | -27.4% | +118.1% | -145.5% | -43.3% |
| 5Y | -65.0% | +193.0% | -258.0% | -75.9% |
| All | +2.1% | +122.5% | -120.4% | -29.7% |
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