-11.3%
ABT vs VALE
+40.3%
-51.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 3M | +14.5% | +2.0% | +12.5% | +14.4% |
| 6M | -6.3% | +2.1% | -8.4% | -6.5% |
| YTD | -17.1% | +20.2% | -37.3% | -18.2% |
| 1Y | -21.4% | +55.2% | -76.5% | -23.6% |
| 3Y | +5.9% | +45.9% | -40.0% | +2.9% |
| All | -11.3% | +40.3% | -51.6% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling