+4.0%
VALE vs AFRM
+203.8%
-199.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.4% |
| 7D | +1.8% | -7.3% | +9.1% | +2.3% |
| 30D | -14.8% | -9.6% | -5.3% | -14.3% |
| 3M | -19.0% | -11.1% | -8.0% | -18.6% |
| 6M | -27.7% | +3.9% | -31.6% | -28.2% |
| YTD | -8.5% | -8.5% | 0.0% | -8.9% |
| 1Y | +2.6% | +3.3% | -0.6% | +1.2% |
| 3Y | +4.0% | +213.7% | -209.7% | -6.5% |
| All | +4.0% | +203.8% | -199.8% | -6.5% |
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