+197.6%
ITUB vs AMBA
+772.6%
-575.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.8% | +0.6% |
| 7D | +3.7% | -7.2% | +10.9% | +4.6% |
| 30D | -24.1% | -10.4% | -13.7% | -23.2% |
| 3M | -9.6% | -30.1% | +20.6% | -5.7% |
| 6M | -11.5% | -22.4% | +10.9% | -10.9% |
| YTD | +5.5% | -17.3% | +22.9% | +4.8% |
| 1Y | +9.9% | -35.4% | +45.2% | +12.1% |
| 3Y | +84.8% | +18.6% | +66.2% | +65.9% |
| 5Y | +182.6% | -69.8% | +252.5% | +189.7% |
| 10Y | +141.7% | +1.1% | +140.6% | +89.9% |
| All | +197.6% | +772.6% | -575.0% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling