+28.7%
ITUB vs ALK
-36.6%
+65.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.8% | -2.6% |
| 7D | 0.0% | -3.0% | +3.0% | +0.6% |
| 30D | +2.6% | -14.6% | +17.2% | +6.1% |
| 3M | +8.4% | -10.6% | +19.0% | +10.0% |
| 6M | -0.5% | -6.7% | +6.2% | -2.2% |
| YTD | +15.3% | -19.8% | +35.0% | +16.3% |
| 1Y | +28.7% | -35.2% | +63.9% | +29.2% |
| All | +28.7% | -36.6% | +65.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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