+48.9%
APH vs VALE
+61.4%
-12.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.9% |
| 7D | +0.2% | +2.9% | -2.7% | -0.9% |
| 30D | -3.3% | +8.8% | -12.1% | -6.5% |
| 3M | +14.0% | +6.8% | +7.3% | +11.0% |
| 6M | +24.4% | +6.9% | +17.5% | +19.7% |
| YTD | +21.4% | +22.8% | -1.4% | +12.0% |
| 1Y | +48.9% | +61.3% | -12.3% | +21.7% |
| All | +48.9% | +61.4% | -12.5% | +21.7% |
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