+459.6%
APLD vs VALE
+13.2%
+446.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -3.5% |
| 7D | +9.0% | -1.8% | +10.8% | +10.5% |
| 30D | -6.6% | +6.7% | -13.3% | -11.4% |
| 3M | -35.2% | +4.9% | -40.1% | -37.6% |
| 6M | +0.4% | +3.6% | -3.2% | -1.1% |
| YTD | +10.7% | +21.9% | -11.2% | -2.7% |
| 1Y | +78.6% | +61.6% | +17.0% | +26.7% |
| 3Y | +423.9% | +52.1% | +371.8% | +290.3% |
| All | +459.6% | +13.2% | +446.4% | +454.3% |
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 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