-37.1%
APP vs VALE
+5.1%
-42.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +3.8% |
| 7D | +79.2% | +5.6% | +73.6% | +76.2% |
| 30D | +48.0% | -12.1% | +60.1% | +53.3% |
| 3M | +18.2% | -16.3% | +34.5% | +23.9% |
| 6M | -12.5% | -26.0% | +13.5% | -4.6% |
| YTD | -39.2% | -5.5% | -33.6% | -33.2% |
| All | -37.1% | +5.1% | -42.2% | -34.6% |
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