+249.6%
ALAB vs VALE
+19.6%
+230.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.3% | +10.4% | +11.9% |
| 7D | -5.6% | +5.6% | -11.1% | -8.4% |
| 30D | -36.6% | -12.1% | -24.5% | -31.8% |
| 3M | -35.1% | -16.3% | -18.8% | -28.5% |
| 6M | +8.5% | -26.0% | +34.5% | +28.5% |
| YTD | +30.4% | -5.5% | +35.9% | +33.1% |
| 1Y | +31.0% | +6.7% | +24.4% | +23.6% |
| All | +249.6% | +19.6% | +230.1% | +185.3% |
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