+23.9%
BABA vs VALE
+111.0%
-87.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +11.6% | +1.8% | +9.9% | +11.1% |
| 30D | +2.3% | -14.8% | +17.1% | +6.9% |
| 3M | -13.7% | -19.0% | +5.3% | -8.8% |
| 6M | -21.9% | -27.7% | +5.8% | -15.2% |
| YTD | -24.6% | -8.5% | -16.1% | -23.7% |
| 1Y | -34.1% | +2.6% | -36.7% | -35.4% |
| 3Y | +36.3% | +4.0% | +32.2% | +32.5% |
| 5Y | -26.7% | +51.2% | -78.0% | -35.0% |
| 10Y | +19.2% | +263.0% | -243.8% | -10.8% |
| All | +23.9% | +111.0% | -87.1% | -7.6% |
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