+111.5%
ITUB vs ACM
-22.3%
+133.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.0% |
| 7D | 0.0% | -3.7% | +3.7% | +1.0% |
| 30D | +2.6% | -12.7% | +15.2% | +6.1% |
| 3M | +8.4% | -9.8% | +18.2% | +10.8% |
| 6M | -0.5% | -31.4% | +30.9% | +9.9% |
| YTD | +15.3% | -32.1% | +47.4% | +27.6% |
| 1Y | +28.7% | -47.8% | +76.5% | +52.2% |
| All | +111.5% | -22.3% | +133.8% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling