+5.2%
AVTR vs ITUB
+122.0%
-116.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.4% |
| 7D | +7.4% | +8.2% | -0.9% | +5.3% |
| 30D | +12.2% | +4.7% | +7.5% | +10.8% |
| 3M | +57.4% | +13.0% | +44.4% | +51.8% |
| 6M | +86.7% | +4.2% | +82.5% | +83.5% |
| YTD | +33.1% | +18.6% | +14.5% | +25.6% |
| 1Y | +16.1% | +31.3% | -15.1% | +6.1% |
| 3Y | -24.6% | +124.9% | -149.5% | -41.6% |
| 5Y | -63.5% | +195.6% | -259.1% | -74.9% |
| All | +5.2% | +122.0% | -116.8% | -27.6% |
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