+22.1%
ALNY vs VALE
+45.4%
-23.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.0% |
| 3M | -14.1% | +2.0% | -16.1% | -14.3% |
| 6M | -22.4% | +2.1% | -24.5% | -22.9% |
| YTD | -37.5% | +20.2% | -57.7% | -39.8% |
| 1Y | -46.9% | +55.2% | -102.1% | -51.1% |
| 3Y | +22.1% | +45.9% | -23.8% | +11.6% |
| All | +22.1% | +45.4% | -23.3% | +11.6% |
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