+26.8%
AZN vs VALE
+45.4%
-18.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +1.1% | +8.6% | -7.6% | -0.4% |
| 3M | -12.1% | +2.0% | -14.1% | -12.6% |
| 6M | -17.1% | +2.1% | -19.3% | -17.7% |
| YTD | -12.0% | +20.2% | -32.2% | -15.3% |
| 1Y | -0.2% | +55.2% | -55.4% | -8.3% |
| 3Y | +26.8% | +45.9% | -19.1% | +15.3% |
| All | +26.8% | +45.4% | -18.6% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling