+26.7%
VALE vs ABCL
-79.5%
+106.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.2% | -1.9% | +2.8% |
| 7D | +5.6% | +12.4% | -6.9% | +4.4% |
| 30D | -12.1% | -0.4% | -11.8% | -12.3% |
| 3M | -16.3% | +80.4% | -96.7% | -21.4% |
| 6M | -26.0% | +138.5% | -164.5% | -32.8% |
| YTD | -5.5% | +265.5% | -271.0% | -17.9% |
| 1Y | +6.7% | +219.7% | -213.0% | -6.4% |
| 3Y | +10.2% | +209.4% | -199.2% | -6.5% |
| 5Y | +49.7% | -15.0% | +64.8% | +36.3% |
| All | +26.7% | -79.5% | +106.2% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling