+51.9%
VALE vs ABCL
+109.3%
-57.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | +5.1% | +93.1% | -87.9% | -2.5% |
| 3M | -0.4% | +79.4% | -79.8% | -7.4% |
| 6M | -2.2% | +214.9% | -217.1% | -15.0% |
| YTD | +20.5% | +234.2% | -213.7% | +3.5% |
| 1Y | +61.2% | +174.8% | -113.6% | +40.2% |
| All | +51.9% | +109.3% | -57.4% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling