+1,844.4%
ITUB vs ALK
+520.2%
+1,324.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.4% |
| 7D | +8.7% | -0.7% | +9.4% | +8.9% |
| 30D | -0.7% | -19.2% | +18.5% | +6.4% |
| 3M | +7.8% | -1.5% | +9.3% | +6.9% |
| 6M | -3.4% | -13.1% | +9.6% | -1.1% |
| YTD | +16.3% | -16.4% | +32.7% | +20.1% |
| 1Y | +29.8% | -33.1% | +62.9% | +42.8% |
| 3Y | +111.1% | +0.6% | +110.4% | +88.7% |
| 5Y | +173.6% | -26.4% | +199.9% | +164.0% |
| 10Y | +193.2% | -34.2% | +227.4% | +162.8% |
| All | +1,844.4% | +520.2% | +1,324.2% | +481.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling