+204.8%
VALE vs ALB
+32.4%
+172.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -3.2% | -5.8% | +2.6% | -1.5% |
| 30D | -15.1% | -4.5% | -10.5% | -14.0% |
| 3M | -18.7% | -28.1% | +9.4% | -10.8% |
| 6M | -31.5% | -53.2% | +21.7% | -15.2% |
| YTD | -11.4% | -33.3% | +21.9% | -3.1% |
| 1Y | -1.9% | -17.4% | +15.6% | +0.1% |
| 3Y | +1.7% | -14.1% | +15.8% | -7.5% |
| 5Y | +35.4% | -64.0% | +99.5% | +56.1% |
| All | +204.8% | +32.4% | +172.5% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling