+40.9%
VALE vs AGI
+400.3%
-359.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -0.3% | -2.7% | +2.5% | +0.5% |
| 30D | +8.6% | +7.2% | +1.4% | +6.2% |
| 3M | +2.0% | +4.3% | -2.3% | -0.2% |
| 6M | +2.1% | -27.1% | +29.2% | +10.3% |
| YTD | +20.2% | -6.6% | +26.8% | +19.9% |
| 1Y | +55.2% | +9.5% | +45.6% | +46.5% |
| 3Y | +45.9% | +208.4% | -162.6% | -4.9% |
| All | +40.9% | +400.3% | -359.4% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling