+191.3%
ITUB vs ALHC
-60.6%
+251.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.2% |
| 7D | +1.1% | -0.8% | +1.9% | +1.1% |
| 30D | -25.4% | -9.6% | -15.8% | -25.0% |
| 3M | -0.3% | -44.5% | +44.2% | +2.8% |
| 6M | -8.0% | -59.2% | +51.2% | -4.0% |
| YTD | +5.2% | -62.0% | +67.3% | +9.9% |
| 1Y | +7.4% | -54.8% | +62.2% | +11.0% |
| 3Y | +74.5% | +25.0% | +49.5% | +65.8% |
| 5Y | +175.8% | -65.3% | +241.2% | +173.1% |
| All | +191.3% | -60.6% | +251.9% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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