+84.8%
ITUB vs ALK
+16.0%
+68.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +3.7% | +9.0% | -5.4% | +2.0% |
| 30D | -24.1% | -1.6% | -22.5% | -24.0% |
| 3M | -9.6% | -23.2% | +13.6% | -5.3% |
| 6M | -11.5% | -3.9% | -7.7% | -12.0% |
| YTD | +5.5% | -22.6% | +28.1% | +8.0% |
| 1Y | +9.9% | -5.3% | +15.2% | +8.8% |
| 3Y | +84.8% | +18.6% | +66.2% | +66.4% |
| All | +84.8% | +16.0% | +68.8% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling