+50.1%
VALE vs AFRM
-20.4%
+70.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 6M | -2.2% | +42.6% | -44.9% | -5.2% |
| YTD | +20.5% | -2.8% | +23.3% | +19.8% |
| 1Y | +61.2% | -19.3% | +80.5% | +61.7% |
| 3Y | +43.1% | +231.0% | -187.8% | +23.6% |
| 5Y | +34.0% | -22.2% | +56.2% | +17.0% |
| All | +50.1% | -20.4% | +70.6% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling