+4.0%
VALE vs ABCL
+156.0%
-152.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.5% | +0.6% |
| 7D | +1.8% | -3.2% | +4.9% | +1.9% |
| 30D | -14.8% | -7.4% | -7.4% | -14.5% |
| 3M | -19.0% | +81.9% | -100.9% | -24.7% |
| 6M | -27.7% | +135.7% | -163.4% | -35.3% |
| YTD | -8.5% | +247.4% | -255.9% | -21.9% |
| 1Y | +2.6% | +162.3% | -159.6% | -10.3% |
| 3Y | +4.0% | +165.5% | -161.4% | -12.8% |
| All | +4.0% | +156.0% | -152.0% | -12.8% |
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