+135.8%
ITUB vs ABCL
-79.5%
+215.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +2.0% |
| 7D | +5.5% | +12.4% | -6.9% | +4.6% |
| 30D | -25.6% | -0.4% | -25.2% | -25.7% |
| 3M | -4.7% | +80.4% | -85.0% | -9.4% |
| 6M | -8.6% | +138.5% | -147.2% | -15.7% |
| YTD | +7.9% | +265.5% | -257.6% | -4.1% |
| 1Y | +11.2% | +219.7% | -208.5% | -0.4% |
| 3Y | +82.6% | +209.4% | -126.8% | +59.0% |
| 5Y | +192.7% | -15.0% | +207.7% | +169.4% |
| All | +135.8% | -79.5% | +215.3% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling