+1.7%
VALE vs ABCL
+185.8%
-184.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -3.2% | -3.3% | +0.1% | -2.9% |
| 30D | -15.1% | -7.1% | -8.0% | -14.8% |
| 3M | -18.7% | +4.7% | -23.4% | -19.7% |
| 6M | -31.5% | +140.9% | -172.4% | -38.8% |
| YTD | -11.4% | +236.0% | -247.4% | -24.1% |
| 1Y | -1.9% | +217.4% | -219.3% | -15.5% |
| 3Y | +1.7% | +188.7% | -187.0% | -16.2% |
| All | +1.7% | +185.8% | -184.1% | -16.2% |
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 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