+883.7%
BAH vs ITUB
+106.8%
+776.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -3.2% | +8.7% | -12.0% | -4.4% |
| 30D | +2.0% | -0.7% | +2.7% | +2.0% |
| 3M | -7.6% | +7.8% | -15.4% | -8.8% |
| 6M | -5.7% | -3.4% | -2.3% | -5.7% |
| YTD | -11.7% | +16.3% | -28.0% | -14.4% |
| 1Y | -27.4% | +29.8% | -57.2% | -30.8% |
| 3Y | -32.5% | +111.1% | -143.6% | -40.8% |
| 5Y | -3.3% | +173.6% | -176.9% | -20.1% |
| 10Y | +186.0% | +193.2% | -7.3% | +116.8% |
| All | +883.7% | +106.8% | +776.9% | +612.3% |
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