+29.8%
ITUB vs ACM
-45.8%
+75.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +8.7% | -3.7% | +12.5% | +9.6% |
| 30D | -0.7% | -11.1% | +10.4% | +2.0% |
| 3M | +7.8% | -8.0% | +15.8% | +9.7% |
| 6M | -3.4% | -29.7% | +26.2% | +6.6% |
| YTD | +16.3% | -29.4% | +45.6% | +28.2% |
| 1Y | +29.8% | -46.4% | +76.3% | +49.9% |
| All | +29.8% | -45.8% | +75.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling