+1,705.1%
ITUB vs ALK
+515.2%
+1,189.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.1% | -4.8% | 0.0% |
| 7D | +5.5% | +8.9% | -3.4% | +2.4% |
| 30D | -25.6% | +5.9% | -31.5% | -27.4% |
| 3M | -4.7% | -16.5% | +11.9% | +0.1% |
| 6M | -8.6% | +2.1% | -10.7% | -11.4% |
| YTD | +7.9% | -17.1% | +25.0% | +10.8% |
| 1Y | +11.2% | -2.9% | +14.1% | +7.6% |
| 3Y | +82.6% | +24.5% | +58.2% | +50.4% |
| 5Y | +192.7% | -29.1% | +221.8% | +184.1% |
| 10Y | +144.7% | -39.1% | +183.8% | +123.3% |
| All | +1,705.1% | +515.2% | +1,189.9% | +436.4% |
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 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