-64.8%
AVTR vs ITUB
+185.6%
-250.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.5% |
| 7D | -2.0% | +1.0% | -3.0% | -2.2% |
| 30D | +8.1% | +10.7% | -2.6% | +6.2% |
| 3M | +54.2% | +10.1% | +44.1% | +51.1% |
| 6M | +82.6% | -0.1% | +82.7% | +81.9% |
| YTD | +29.8% | +18.4% | +11.4% | +24.7% |
| 1Y | +18.0% | +31.3% | -13.3% | +10.7% |
| 3Y | -26.4% | +124.6% | -151.1% | -38.3% |
| 5Y | -64.8% | +192.0% | -256.8% | -71.4% |
| All | -64.8% | +185.6% | -250.5% | -71.4% |
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 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