+31.0%
AAPL vs VALE
-2.8%
+33.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +4.1% | -3.2% | +7.3% | +4.4% |
| 30D | +4.0% | -15.1% | +19.0% | +5.0% |
| 3M | +16.8% | -18.7% | +35.5% | +18.0% |
| 6M | +19.4% | -31.5% | +50.9% | +23.0% |
| YTD | +31.5% | -11.4% | +42.9% | +36.1% |
| 1Y | +31.0% | -1.9% | +32.8% | +33.8% |
| All | +31.0% | -2.8% | +33.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling