+237.8%
ITUB vs ACM
+230.8%
+7.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +8.7% | -3.7% | +12.5% | +11.0% |
| 30D | -0.7% | -11.1% | +10.4% | +5.1% |
| 3M | +7.8% | -8.0% | +15.8% | +11.1% |
| 6M | -3.4% | -29.7% | +26.2% | +14.8% |
| YTD | +16.3% | -29.4% | +45.6% | +36.8% |
| 1Y | +29.8% | -46.4% | +76.3% | +77.2% |
| 3Y | +111.1% | -22.3% | +133.4% | +125.3% |
| 5Y | +173.6% | +4.5% | +169.1% | +137.5% |
| 10Y | +193.2% | +127.6% | +65.6% | +39.4% |
| All | +237.8% | +230.8% | +7.0% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling