+11.9%
APH vs VALE
+1.7%
+10.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | +0.1% |
| 7D | -5.0% | +5.5% | -10.5% | -6.5% |
| 30D | -8.4% | -15.0% | +6.6% | -3.0% |
| 3M | -4.5% | -20.0% | +15.5% | +3.0% |
| 6M | +25.3% | -28.4% | +53.7% | +39.5% |
| YTD | +18.9% | -8.6% | +27.5% | +26.3% |
| 1Y | +11.9% | +2.0% | +10.0% | +16.3% |
| All | +11.9% | +1.7% | +10.2% | +16.3% |
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 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