+365.7%
ALAB vs VALE
+55.4%
+310.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.9% | -8.8% | -8.0% |
| 7D | +3.2% | +2.9% | +0.3% | +1.2% |
| 30D | -13.6% | +8.8% | -22.4% | -18.2% |
| 3M | -16.6% | +6.8% | -23.4% | -19.7% |
| 6M | +142.3% | +6.9% | +135.4% | +132.4% |
| YTD | +73.6% | +22.8% | +50.8% | +52.4% |
| 1Y | +33.7% | +61.3% | -27.6% | -0.6% |
| All | +365.7% | +55.4% | +310.2% | +226.6% |
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 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