+358.7%
ALAB vs VALE
+52.6%
+306.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.7% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -8.8% | +9.7% | -18.5% | -14.1% |
| 3M | -14.0% | +5.3% | -19.3% | -16.6% |
| 6M | +144.3% | +0.5% | +143.7% | +142.0% |
| YTD | +71.0% | +20.6% | +50.4% | +51.7% |
| 1Y | +23.5% | +57.6% | -34.1% | -7.0% |
| All | +358.7% | +52.6% | +306.1% | +225.1% |
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 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