+9.3%
ABT vs VALE
+47.4%
-38.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -4.7% | -1.8% | -2.9% | -4.7% |
| 30D | -3.1% | +6.7% | -9.8% | -3.2% |
| 3M | +16.1% | +4.9% | +11.3% | +16.2% |
| 6M | -5.3% | +3.6% | -8.9% | -5.3% |
| YTD | -14.4% | +21.9% | -36.3% | -14.9% |
| 1Y | -18.4% | +61.6% | -80.0% | -19.4% |
| All | +9.3% | +47.4% | -38.0% | +9.1% |
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