+98,133.2%
AAPL vs VALE
+1,645.1%
+96,488.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +4.1% | -3.2% | +7.3% | +5.0% |
| 30D | +4.0% | -15.1% | +19.0% | +8.3% |
| 3M | +16.8% | -18.7% | +35.5% | +22.7% |
| 6M | +19.4% | -31.5% | +50.9% | +30.7% |
| YTD | +31.5% | -11.4% | +42.9% | +33.6% |
| 1Y | +31.0% | -1.9% | +32.8% | +29.4% |
| 3Y | +95.3% | +1.7% | +93.6% | +88.6% |
| 5Y | +143.4% | +35.4% | +107.9% | +108.2% |
| 10Y | +1,330.5% | +204.8% | +1,125.7% | +794.8% |
| All | +98,133.2% | +1,645.1% | +96,488.0% | +28,569.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling