+186.2%
ITUB vs AMP
+122.1%
+64.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | +12.6% | -1.3% | +13.9% | +13.1% |
| 3M | +6.4% | +24.2% | -17.8% | -1.5% |
| 6M | +0.6% | +24.6% | -24.0% | -7.0% |
| YTD | +18.8% | +14.8% | +4.0% | +12.4% |
| 1Y | +31.0% | +12.8% | +18.2% | +24.4% |
| 3Y | +118.1% | +69.0% | +49.1% | +70.2% |
| All | +186.2% | +122.1% | +64.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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