+44.3%
VALE vs AFRM
+232.3%
-188.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | -0.1% |
| 7D | +1.6% | -7.0% | +8.6% | +2.1% |
| 30D | +5.1% | -7.8% | +12.9% | +5.7% |
| 3M | -0.4% | +5.3% | -5.7% | -1.1% |
| 6M | -2.2% | +42.6% | -44.9% | -5.4% |
| YTD | +20.5% | -2.8% | +23.3% | +19.7% |
| 1Y | +61.2% | -19.3% | +80.5% | +61.5% |
| All | +44.3% | +232.3% | -188.1% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling