+292.6%
APP vs VALE
+49.7%
+243.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.2% | +8.6% | +9.5% |
| 7D | +71.2% | +1.8% | +69.5% | +70.3% |
| 30D | +39.1% | -14.8% | +53.9% | +46.2% |
| 3M | +16.5% | -19.0% | +35.6% | +24.2% |
| 6M | -16.6% | -27.7% | +11.2% | -7.9% |
| YTD | -41.9% | -8.5% | -33.4% | -40.8% |
| 1Y | -37.0% | +2.6% | -39.7% | -38.3% |
| 3Y | +892.4% | +4.0% | +888.4% | +843.2% |
| All | +292.6% | +49.7% | +243.0% | +188.7% |
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