+243.9%
APLD vs VALE
-15.1%
+259.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | +2.3% |
| 7D | -6.3% | +5.5% | -11.8% | -10.3% |
| 30D | -29.6% | -15.0% | -14.6% | -20.6% |
| 3M | -42.6% | -20.0% | -22.6% | -32.3% |
| 6M | -59.6% | -28.4% | -31.2% | -47.6% |
| YTD | -32.0% | -8.6% | -23.4% | -25.7% |
| 1Y | -46.9% | +2.0% | -48.9% | -46.9% |
| 3Y | +255.7% | +4.1% | +251.6% | +248.3% |
| All | +243.9% | -15.1% | +259.0% | +323.5% |
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 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