+772.0%
ABT vs VALE
+2,275.1%
-1,503.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -3.7% | +1.6% | -5.3% | -3.9% |
| 30D | +2.5% | +5.1% | -2.6% | +1.8% |
| 3M | +20.2% | -0.4% | +20.6% | +20.0% |
| 6M | -2.9% | -2.2% | -0.7% | -3.0% |
| YTD | -11.9% | +20.5% | -32.5% | -14.5% |
| 1Y | -16.5% | +61.2% | -77.7% | -22.1% |
| 3Y | +12.1% | +43.1% | -31.0% | +5.2% |
| 5Y | -7.4% | +34.0% | -41.4% | -14.3% |
| 10Y | +210.7% | +469.7% | -259.0% | +127.3% |
| All | +772.0% | +2,275.1% | -1,503.0% | +360.0% |
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