+128.5%
AWK vs ITUB
+220.1%
-91.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.1% | +2.2% | -4.3% | -2.4% |
| 30D | +2.1% | +12.6% | -10.6% | +0.6% |
| 3M | +11.4% | +6.4% | +5.0% | +10.4% |
| 6M | +3.9% | +0.6% | +3.3% | +3.4% |
| YTD | +7.7% | +18.8% | -11.1% | +4.5% |
| 1Y | +1.3% | +31.0% | -29.7% | -3.1% |
| 3Y | +7.2% | +118.1% | -110.9% | -5.3% |
| 5Y | -17.0% | +193.0% | -210.0% | -30.9% |
| All | +128.5% | +220.1% | -91.6% | +76.5% |
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