+44.9%
VALE vs AG
+65.4%
-20.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +2.9% | +4.5% | -1.6% | +1.9% |
| 30D | +8.8% | +12.9% | -4.1% | +5.6% |
| 3M | +6.8% | +20.9% | -14.2% | +1.5% |
| 6M | +6.9% | -19.5% | +26.4% | +10.0% |
| YTD | +22.8% | +24.8% | -2.0% | +14.1% |
| 1Y | +61.3% | +120.2% | -59.0% | +30.2% |
| 3Y | +53.3% | +279.0% | -225.7% | +1.4% |
| 5Y | +44.9% | +67.9% | -23.1% | +15.8% |
| All | +44.9% | +65.4% | -20.6% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling