+3,585.7%
ALNY vs VALE
+1,077.9%
+2,507.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -3.5% | -1.8% | -1.7% | -3.1% |
| 30D | +18.9% | +6.7% | +12.3% | +16.9% |
| 3M | -13.3% | +4.9% | -18.2% | -14.9% |
| 6M | -20.3% | +3.6% | -23.9% | -21.8% |
| YTD | -35.1% | +21.9% | -57.0% | -39.2% |
| 1Y | -46.5% | +61.6% | -108.0% | -53.4% |
| 3Y | +28.1% | +52.1% | -24.0% | +11.1% |
| 5Y | +36.1% | +43.2% | -7.1% | +13.8% |
| 10Y | +269.7% | +521.5% | -251.8% | +76.8% |
| All | +3,585.7% | +1,077.9% | +2,507.8% | +1,029.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling