-46.9%
ALNY vs VALE
+57.8%
-104.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -6.5% | -0.3% | -6.3% | -6.5% |
| 30D | +11.0% | +8.6% | +2.4% | +10.8% |
| 3M | -14.1% | +2.0% | -16.1% | -13.7% |
| 6M | -22.4% | +2.1% | -24.5% | -22.6% |
| YTD | -37.5% | +20.2% | -57.7% | -41.5% |
| 1Y | -46.9% | +55.2% | -102.1% | -51.2% |
| All | -46.9% | +57.8% | -104.8% | -51.2% |
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