+65.2%
ALAB vs VALE
+60.7%
+4.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.0% | +9.9% |
| 7D | +7.2% | +1.6% | +5.6% | +5.9% |
| 30D | -2.5% | +5.1% | -7.6% | -5.9% |
| 3M | -13.3% | -0.4% | -12.9% | -13.5% |
| 6M | +172.8% | -2.2% | +175.0% | +168.4% |
| YTD | +86.6% | +20.5% | +66.0% | +64.3% |
| 1Y | +65.2% | +61.2% | +4.0% | -8.6% |
| All | +65.2% | +60.7% | +4.4% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling