+5.4%
VALE vs ABCL
+199.8%
-194.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -22.3% |
| 6M | -26.0% | +138.5% | -164.5% | -34.8% |
| YTD | -5.5% | +265.5% | -271.0% | -23.9% |
| All | +5.4% | +199.8% | -194.4% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling