+64.7%
VALE vs ABCL
-81.2%
+145.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.9% | +1.4% | +1.5% | +2.8% |
| 30D | +8.8% | +65.1% | -56.3% | +3.4% |
| 3M | +6.8% | +111.1% | -104.3% | -1.2% |
| 6M | +6.9% | +231.6% | -224.7% | -5.4% |
| YTD | +22.8% | +234.5% | -211.7% | +8.0% |
| 1Y | +61.3% | +174.3% | -113.1% | +43.4% |
| 3Y | +53.3% | +111.5% | -58.2% | +34.4% |
| 5Y | +44.9% | -37.3% | +82.1% | +35.0% |
| All | +64.7% | -81.2% | +145.9% | +72.7% |
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