+520.8%
APP vs VALE
+2.1%
+518.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +48.9% | +1.3% | +47.6% | +48.5% |
| 30D | +49.4% | -14.3% | +63.8% | +56.6% |
| 3M | +27.0% | -16.8% | +43.8% | +33.9% |
| 6M | -15.4% | -30.2% | +14.8% | -5.8% |
| YTD | -39.9% | -8.6% | -31.3% | -38.8% |
| 1Y | -32.0% | +1.6% | -33.6% | -32.9% |
| 3Y | +824.3% | +4.1% | +820.3% | +782.1% |
| 5Y | +252.4% | +38.7% | +213.8% | +198.6% |
| All | +520.8% | +2.1% | +518.7% | +469.1% |
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