+491.2%
VALE vs ALB
+84.6%
+406.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.1% |
| 7D | -0.2% | -7.6% | +7.4% | +2.1% |
| 30D | +9.7% | -5.6% | +15.4% | +11.3% |
| 3M | +5.3% | -16.8% | +22.1% | +10.3% |
| 6M | +0.5% | -26.3% | +26.9% | +7.8% |
| YTD | +20.6% | -13.2% | +33.8% | +22.4% |
| 1Y | +57.6% | +68.8% | -11.2% | +27.8% |
| 3Y | +50.6% | -30.7% | +81.2% | +49.2% |
| 5Y | +41.8% | -46.3% | +88.1% | +42.6% |
| All | +491.2% | +84.6% | +406.6% | +198.2% |
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