+1,377.3%
AXP vs ITUB
+1,733.1%
-355.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | +0.6% | +3.7% | -3.1% | -0.7% |
| 30D | +5.8% | -24.1% | +29.9% | +15.0% |
| 3M | -6.0% | -9.6% | +3.5% | -4.9% |
| 6M | +0.3% | -11.5% | +11.8% | +2.0% |
| YTD | -12.3% | +5.5% | -17.8% | -16.7% |
| 1Y | -11.2% | +9.9% | -21.1% | -17.1% |
| 3Y | +117.0% | +84.8% | +32.3% | +64.8% |
| 5Y | +93.2% | +182.6% | -89.5% | +20.9% |
| 10Y | +461.2% | +141.7% | +319.5% | +236.7% |
| All | +1,377.3% | +1,733.1% | -355.8% | +403.3% |
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