+53.0%
VALE vs AFRM
-20.7%
+73.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +2.9% | +3.1% | -0.1% | +2.7% |
| 30D | +8.8% | -4.2% | +13.0% | +9.0% |
| 3M | +6.8% | +10.1% | -3.3% | +5.8% |
| 6M | +6.9% | +39.4% | -32.5% | +3.8% |
| YTD | +22.8% | -3.2% | +26.0% | +22.1% |
| 1Y | +61.3% | -16.1% | +77.3% | +61.3% |
| 3Y | +53.3% | +220.8% | -167.5% | +32.7% |
| 5Y | +44.9% | -17.7% | +62.5% | +26.2% |
| All | +53.0% | -20.7% | +73.7% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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