+44.2%
VALE vs AHR
+360.2%
-316.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -0.2% | -3.0% | +2.9% | +0.3% |
| 30D | +9.7% | +2.6% | +7.1% | +9.3% |
| 3M | +5.3% | +16.0% | -10.8% | +2.3% |
| 6M | +0.5% | +3.1% | -2.5% | -0.2% |
| YTD | +20.6% | +16.0% | +4.6% | +17.1% |
| 1Y | +57.6% | +28.0% | +29.6% | +49.3% |
| All | +44.2% | +360.2% | -316.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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