+285.2%
APH vs VALE
+35.2%
+250.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +4.9% | -3.2% | +8.1% | +5.7% |
| 30D | -5.4% | -15.1% | +9.7% | -1.9% |
| 3M | -5.5% | -18.7% | +13.2% | -1.0% |
| 6M | +25.9% | -31.5% | +57.4% | +36.8% |
| YTD | +16.4% | -11.4% | +27.8% | +19.4% |
| 1Y | +16.5% | -1.9% | +18.3% | +16.9% |
| 3Y | +270.9% | +1.7% | +269.2% | +263.0% |
| All | +285.2% | +35.2% | +250.0% | +266.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling