+17.6%
ABNB vs VALE
+65.3%
-47.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | -5.5% | +8.6% | -14.1% | -7.9% |
| 3M | +30.0% | +2.0% | +28.1% | +28.8% |
| 6M | +27.6% | +2.1% | +25.5% | +25.9% |
| YTD | +25.4% | +20.2% | +5.2% | +16.5% |
| 1Y | +38.3% | +55.2% | -16.9% | +18.2% |
| 3Y | +15.5% | +45.9% | -30.4% | -1.3% |
| 5Y | +3.0% | +41.4% | -38.4% | -12.0% |
| All | +17.6% | +65.3% | -47.7% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling