+196.4%
ITUB vs AMBA
-5.3%
+201.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.8% |
| 7D | +8.2% | -6.4% | +14.7% | +9.2% |
| 30D | +4.7% | -26.8% | +31.6% | +9.2% |
| 3M | +13.0% | -7.6% | +20.6% | +12.5% |
| 6M | +4.2% | +21.2% | -17.0% | -1.5% |
| YTD | +18.6% | -10.4% | +28.9% | +16.7% |
| 1Y | +31.3% | -24.4% | +55.7% | +31.0% |
| 3Y | +124.9% | +6.0% | +118.9% | +103.5% |
| 5Y | +195.6% | -53.9% | +249.5% | +181.1% |
| 10Y | +196.4% | -6.2% | +202.5% | +117.8% |
| All | +196.4% | -5.3% | +201.6% | +117.8% |
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