+282.2%
APH vs VALE
+49.7%
+232.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.8% |
| 7D | -5.9% | +1.8% | -7.7% | -6.4% |
| 30D | -14.8% | -14.8% | 0.0% | -11.7% |
| 3M | -12.4% | -19.0% | +6.6% | -8.3% |
| 6M | +8.1% | -27.7% | +35.8% | +15.8% |
| YTD | +10.9% | -8.5% | +19.5% | +13.0% |
| 1Y | +8.8% | +2.6% | +6.1% | +8.1% |
| 3Y | +262.1% | +4.0% | +258.0% | +252.3% |
| All | +282.2% | +49.7% | +232.5% | +263.5% |
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 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