+162.9%
ITUB vs AMBA
+4.3%
+158.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -2.0% |
| 7D | +4.9% | -2.7% | +7.5% | +5.1% |
| 30D | -27.2% | -10.5% | -16.7% | -26.3% |
| 3M | -6.1% | -26.4% | +20.3% | -2.6% |
| 6M | -10.7% | -20.9% | +10.2% | -10.2% |
| YTD | +5.5% | -14.8% | +20.3% | +4.2% |
| 1Y | +7.8% | -36.1% | +43.9% | +10.3% |
| 3Y | +75.0% | +20.2% | +54.8% | +54.7% |
| 5Y | +178.6% | -67.2% | +245.8% | +184.1% |
| 10Y | +162.9% | +4.9% | +157.9% | +86.8% |
| All | +162.9% | +4.3% | +158.5% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling