-26.3%
APH vs VALE
+60.7%
-87.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.2% | -49.0% | -48.2% |
| 7D | -48.7% | -0.3% | -48.4% | -48.8% |
| 30D | -51.9% | +5.1% | -57.1% | -53.0% |
| 3M | -43.6% | -0.4% | -43.1% | -43.8% |
| 6M | -37.5% | -2.2% | -35.3% | -38.4% |
| YTD | -38.6% | +20.5% | -59.2% | -43.0% |
| 1Y | -26.3% | +61.2% | -87.5% | -37.5% |
| All | -26.3% | +60.7% | -87.0% | -37.5% |
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