+84.5%
AAPL vs VALE
+45.8%
+38.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +7.1% | +9.7% | -2.6% | +4.6% |
| 3M | +12.1% | +5.3% | +6.8% | +10.4% |
| 6M | +25.4% | +0.5% | +24.9% | +24.6% |
| YTD | +20.5% | +20.6% | -0.2% | +12.8% |
| 1Y | +44.5% | +57.6% | -13.1% | +24.1% |
| All | +84.5% | +45.8% | +38.7% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling