+391.7%
APP vs VALE
+34.7%
+357.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.9% | +1.6% | -0.7% | +0.4% |
| 30D | -23.3% | +5.1% | -28.4% | -24.4% |
| 3M | -42.6% | -0.4% | -42.2% | -42.6% |
| 6M | -33.6% | -2.2% | -31.4% | -33.5% |
| YTD | -52.4% | +20.5% | -73.0% | -55.4% |
| 1Y | -35.9% | +61.2% | -97.1% | -45.3% |
| 3Y | +642.2% | +43.1% | +599.1% | +544.3% |
| 5Y | +311.1% | +34.0% | +277.1% | +237.1% |
| All | +391.7% | +34.7% | +357.0% | +314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling