-16.6%
APP vs VALE
-27.4%
+10.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.2% | +8.6% | +9.6% |
| 7D | +71.2% | +1.8% | +69.5% | +70.1% |
| 30D | +39.1% | -14.8% | +53.9% | +43.2% |
| 3M | +16.5% | -19.0% | +35.6% | +21.1% |
| 6M | -16.6% | -27.7% | +11.2% | -10.1% |
| All | -16.6% | -27.4% | +10.8% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling