+1,044.2%
AWK vs ITUB
+136.5%
+907.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.1% |
| 30D | +14.3% | -22.2% | +36.4% | +17.7% |
| 3M | +10.3% | +2.7% | +7.6% | +9.0% |
| 6M | +18.9% | -3.0% | +21.9% | +18.2% |
| YTD | +17.7% | +7.5% | +10.2% | +14.6% |
| 1Y | +16.9% | +10.5% | +6.4% | +13.2% |
| 3Y | +32.2% | +81.0% | -48.8% | +18.1% |
| 5Y | -2.2% | +181.8% | -184.0% | -19.5% |
| 10Y | +156.1% | +170.2% | -14.0% | +98.9% |
| All | +1,044.2% | +136.5% | +907.7% | +683.4% |
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 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