+124.9%
ITUB vs ABCL
+105.4%
+19.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +8.2% | +1.4% | +6.8% | +8.1% |
| 30D | +4.7% | +65.1% | -60.4% | +0.3% |
| 3M | +13.0% | +111.1% | -98.1% | +5.4% |
| 6M | +4.2% | +231.6% | -227.4% | -7.0% |
| YTD | +18.6% | +234.5% | -215.9% | +5.3% |
| 1Y | +31.3% | +174.3% | -143.1% | +17.4% |
| 3Y | +124.9% | +111.5% | +13.4% | +112.8% |
| All | +124.9% | +105.4% | +19.5% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling