-55.4%
APP vs VALE
+3.0%
-58.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.1% | +6.6% | +9.5% |
| 7D | +4.5% | -0.3% | +4.9% | +4.5% |
| 30D | -3.6% | -19.2% | +15.6% | +2.5% |
| 3M | -35.3% | -20.7% | -14.5% | -30.8% |
| 6M | -42.8% | -25.8% | -17.0% | -37.8% |
| YTD | -59.7% | -9.8% | -49.9% | -55.5% |
| 1Y | -55.4% | +3.7% | -59.0% | -57.3% |
| All | -55.4% | +3.0% | -58.3% | -57.3% |
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