+170.5%
ITUB vs ACM
+131.3%
+39.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +1.1% | +5.1% | -4.0% | -1.1% |
| 30D | -25.4% | +18.7% | -44.1% | -31.0% |
| 3M | -0.3% | +15.5% | -15.8% | -7.1% |
| 6M | -8.0% | +1.2% | -9.2% | -10.0% |
| YTD | +5.2% | -25.2% | +30.5% | +17.0% |
| 1Y | +7.4% | -46.3% | +53.7% | +38.7% |
| 3Y | +74.5% | -9.6% | +84.1% | +70.9% |
| 5Y | +175.8% | +4.4% | +171.4% | +145.6% |
| All | +170.5% | +131.3% | +39.2% | +62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling