+17.7%
VALE vs AFRM
-25.2%
+42.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +5.6% | -7.5% | +13.1% | +6.1% |
| 30D | -12.1% | -15.7% | +3.6% | -11.1% |
| 3M | -16.3% | -9.6% | -6.7% | -15.9% |
| 6M | -26.0% | +6.3% | -32.2% | -26.7% |
| YTD | -5.5% | -8.6% | +3.1% | -5.8% |
| 1Y | +6.7% | -7.6% | +14.3% | +6.1% |
| 3Y | +10.2% | +173.7% | -163.5% | -3.3% |
| 5Y | +49.7% | -56.9% | +106.6% | +34.9% |
| All | +17.7% | -25.2% | +42.9% | +1.2% |
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