+130.5%
ITUB vs ABCL
-79.6%
+210.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +4.9% | +2.3% | +2.6% | +4.7% |
| 30D | -27.2% | -0.7% | -26.6% | -27.4% |
| 3M | -6.1% | +33.4% | -39.5% | -8.5% |
| 6M | -10.7% | +137.8% | -148.5% | -17.6% |
| YTD | +5.5% | +264.3% | -258.8% | -6.2% |
| 1Y | +7.8% | +209.2% | -201.3% | -3.2% |
| 3Y | +75.0% | +208.4% | -133.4% | +52.4% |
| 5Y | +178.6% | -11.9% | +190.4% | +155.9% |
| All | +130.5% | -79.6% | +210.1% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling