+113.2%
AXP vs ITUB
+77.2%
+36.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | +2.7% | -25.4% | +28.1% | +8.5% |
| 3M | -7.3% | -0.3% | -7.0% | -9.9% |
| 6M | +1.8% | -8.0% | +9.7% | +0.9% |
| YTD | -13.1% | +5.2% | -18.3% | -17.2% |
| 1Y | -13.7% | +7.4% | -21.1% | -18.5% |
| All | +113.2% | +77.2% | +36.0% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling