+181.8%
ITUB vs AMBA
-69.7%
+251.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | +1.9% | +2.7% | -0.8% | +1.6% |
| 30D | -22.2% | -2.2% | -20.0% | -22.1% |
| 3M | +2.7% | -26.6% | +29.4% | +5.4% |
| 6M | -3.0% | -26.8% | +23.8% | -1.8% |
| YTD | +7.5% | -15.1% | +22.6% | +6.6% |
| 1Y | +10.5% | -32.3% | +42.7% | +11.4% |
| 3Y | +81.0% | +19.8% | +61.2% | +66.8% |
| All | +181.8% | -69.7% | +251.5% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling