+154.0%
ITUB vs ABCL
-81.3%
+235.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.8% |
| 7D | +8.7% | +0.7% | +8.0% | +8.7% |
| 30D | -0.7% | +93.1% | -93.8% | -5.9% |
| 3M | +7.8% | +79.4% | -71.6% | +2.2% |
| 6M | -3.4% | +214.9% | -218.3% | -12.6% |
| YTD | +16.3% | +234.2% | -217.9% | +4.3% |
| 1Y | +29.8% | +174.8% | -144.9% | +17.4% |
| 3Y | +111.1% | +104.5% | +6.6% | +89.5% |
| 5Y | +173.6% | -39.0% | +212.6% | +157.0% |
| All | +154.0% | -81.3% | +235.3% | +162.1% |
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