+528.8%
APP vs VALE
+5.6%
+523.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +3.8% |
| 7D | +79.2% | +5.6% | +73.6% | +76.3% |
| 30D | +48.0% | -12.1% | +60.1% | +53.8% |
| 3M | +18.2% | -16.3% | +34.5% | +24.4% |
| 6M | -12.5% | -26.0% | +13.5% | -4.4% |
| YTD | -39.2% | -5.5% | -33.6% | -38.6% |
| 1Y | -33.9% | +6.7% | -40.6% | -35.8% |
| 3Y | +933.3% | +10.2% | +923.1% | +870.4% |
| 5Y | +295.9% | +49.7% | +246.1% | +227.2% |
| All | +528.8% | +5.6% | +523.3% | +470.4% |
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 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