+31.3%
ITUB vs ALC
-15.7%
+47.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.5% | +3.2% |
| 7D | +1.0% | -7.7% | +8.6% | +2.5% |
| 30D | +10.7% | -11.7% | +22.4% | +13.3% |
| 3M | +10.1% | +0.7% | +9.4% | +9.1% |
| 6M | -0.1% | -17.1% | +17.0% | +3.8% |
| YTD | +18.4% | -15.1% | +33.6% | +23.6% |
| 1Y | +31.3% | -14.1% | +45.4% | +35.6% |
| All | +31.3% | -15.7% | +47.0% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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