+10.3%
VALE vs AFRM
-28.4%
+38.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -3.2% | -4.4% | +1.2% | -2.9% |
| 30D | -15.1% | -7.7% | -7.4% | -14.6% |
| 3M | -18.7% | -16.9% | -1.8% | -17.8% |
| 6M | -31.5% | +2.5% | -34.0% | -31.9% |
| YTD | -11.4% | -12.5% | +1.1% | -11.4% |
| 1Y | -1.9% | -11.0% | +9.2% | -2.1% |
| 3Y | +1.7% | +184.6% | -182.9% | -10.9% |
| 5Y | +35.4% | -56.3% | +91.7% | +22.3% |
| All | +10.3% | -28.4% | +38.7% | -4.8% |
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