+2,136.8%
VALE vs AGI
+5,381.0%
-3,244.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +2.9% | +4.4% | -1.5% | +2.0% |
| 30D | +8.8% | +10.0% | -1.2% | +6.7% |
| 3M | +6.8% | +1.7% | +5.0% | +5.8% |
| 6M | +6.9% | -26.8% | +33.7% | +12.4% |
| YTD | +22.8% | -5.3% | +28.2% | +22.5% |
| 1Y | +61.3% | +11.5% | +49.8% | +55.2% |
| 3Y | +53.3% | +212.9% | -159.6% | +19.3% |
| 5Y | +44.9% | +388.8% | -343.9% | +2.3% |
| 10Y | +486.8% | +383.6% | +103.2% | +267.7% |
| All | +2,136.8% | +5,381.0% | -3,244.2% | +851.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling