+948.3%
APH vs VALE
+206.4%
+741.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.0% |
| 7D | +11.1% | -1.5% | +12.6% | +11.6% |
| 30D | -7.3% | -15.6% | +8.3% | -3.4% |
| 3M | -6.2% | -19.5% | +13.4% | -1.1% |
| 6M | +24.9% | -31.9% | +56.8% | +37.1% |
| YTD | +18.4% | -11.0% | +29.4% | +21.1% |
| 1Y | +13.0% | -2.1% | +15.1% | +12.8% |
| 3Y | +276.4% | +1.4% | +275.0% | +267.1% |
| 5Y | +296.4% | +36.2% | +260.3% | +244.9% |
| All | +948.3% | +206.4% | +741.9% | +665.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling