-15.7%
AWK vs ITUB
+185.6%
-201.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.1% | -0.5% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +2.8% | +10.7% | -7.9% | +2.1% |
| 3M | +11.3% | +10.1% | +1.3% | +10.5% |
| 6M | +6.7% | -0.1% | +6.9% | +6.5% |
| YTD | +9.4% | +18.4% | -9.0% | +7.1% |
| 1Y | +3.7% | +31.3% | -27.6% | +0.4% |
| 3Y | +9.2% | +124.6% | -115.4% | -0.4% |
| 5Y | -15.7% | +192.0% | -207.7% | -23.9% |
| All | -15.7% | +185.6% | -201.3% | -23.9% |
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