+197.1%
ABT vs VALE
+526.3%
-329.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -5.9% | -0.3% | -5.6% | -5.9% |
| 30D | -8.1% | +8.6% | -16.7% | -9.1% |
| 3M | +14.5% | +2.0% | +12.5% | +14.0% |
| 6M | -6.3% | +2.1% | -8.4% | -6.9% |
| YTD | -17.1% | +20.2% | -37.3% | -19.9% |
| 1Y | -21.4% | +55.2% | -76.5% | -26.9% |
| 3Y | +5.9% | +45.9% | -40.0% | -1.8% |
| 5Y | -12.8% | +41.4% | -54.1% | -21.0% |
| All | +197.1% | +526.3% | -329.2% | +101.3% |
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