-43.0%
APP vs VALE
+61.4%
-104.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.2% |
| 7D | +0.1% | +2.9% | -2.8% | -0.8% |
| 30D | -10.0% | +8.8% | -18.8% | -12.2% |
| 3M | -44.6% | +6.8% | -51.4% | -45.6% |
| 6M | -37.9% | +6.9% | -44.8% | -39.1% |
| YTD | -53.7% | +22.8% | -76.5% | -51.4% |
| 1Y | -43.0% | +61.3% | -104.2% | -29.0% |
| All | -43.0% | +61.4% | -104.4% | -29.0% |
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