+53.3%
VALE vs AG
+272.3%
-219.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +2.9% | +4.5% | -1.6% | +2.0% |
| 30D | +8.8% | +12.9% | -4.1% | +6.0% |
| 3M | +6.8% | +20.9% | -14.2% | +2.2% |
| 6M | +6.9% | -19.5% | +26.4% | +9.4% |
| YTD | +22.8% | +24.8% | -2.0% | +16.2% |
| 1Y | +61.3% | +120.2% | -59.0% | +37.2% |
| 3Y | +53.3% | +279.0% | -225.7% | +16.4% |
| All | +53.3% | +272.3% | -219.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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