+61.2%
VALE vs AGI
+17.6%
+43.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +5.1% | +18.2% | -13.1% | -0.1% |
| 3M | -0.4% | -4.1% | +3.7% | 0.0% |
| 6M | -2.2% | -28.7% | +26.5% | +6.4% |
| YTD | +20.5% | -4.0% | +24.5% | +20.9% |
| 1Y | +61.2% | +17.4% | +43.8% | +56.0% |
| All | +61.2% | +17.6% | +43.6% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling