+702.6%
UMAC vs ITUB
+67.7%
+634.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -6.0% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -10.4% | +2.6% | -13.0% | -10.7% |
| 3M | +1.8% | +8.4% | -6.7% | +1.1% |
| 6M | +40.7% | -0.5% | +41.3% | +39.7% |
| YTD | +90.9% | +15.3% | +75.6% | +96.2% |
| 1Y | +151.8% | +28.7% | +123.0% | +166.8% |
| All | +702.6% | +67.7% | +634.9% | +1,037.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling