+969.7%
AWK vs ITUB
+155.8%
+813.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +1.7% | +8.7% | -7.0% | +0.6% |
| 30D | +5.6% | -0.7% | +6.3% | +5.6% |
| 3M | +15.9% | +7.8% | +8.1% | +14.4% |
| 6M | +4.6% | -3.4% | +8.0% | +4.5% |
| YTD | +10.1% | +16.3% | -6.2% | +6.8% |
| 1Y | +2.1% | +29.8% | -27.7% | -2.6% |
| 3Y | +9.8% | +111.1% | -101.2% | -3.2% |
| 5Y | -15.4% | +173.6% | -188.9% | -29.7% |
| 10Y | +129.4% | +193.2% | -63.8% | +77.3% |
| All | +969.7% | +155.8% | +813.9% | +630.2% |
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