+298.1%
APP vs VALE
+35.2%
+262.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +4.6% | -3.2% | +7.8% | +5.7% |
| 30D | +56.0% | -15.1% | +71.1% | +63.8% |
| 3M | +30.8% | -18.7% | +49.5% | +38.7% |
| 6M | -9.8% | -31.5% | +21.7% | +0.7% |
| YTD | -39.3% | -11.4% | -27.9% | -37.5% |
| 1Y | -26.4% | -1.9% | -24.6% | -26.6% |
| 3Y | +887.9% | +1.7% | +886.2% | +848.9% |
| All | +298.1% | +35.2% | +262.9% | +252.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling