+40.7%
UMAC vs ITUB
+1.4%
+39.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -4.4% |
| 7D | +3.3% | 0.0% | +3.3% | +3.6% |
| 30D | -10.4% | +2.6% | -13.0% | -11.8% |
| 3M | +1.8% | +8.4% | -6.7% | -5.0% |
| 6M | +40.7% | -0.5% | +41.3% | +35.4% |
| All | +40.7% | +1.4% | +39.3% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 6mo: compounded portfolio wealth divided by compounded ITUB 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…
6mo analysis · Full analysis span regression · 6 months rolling