+61.6%
VALE vs ALB
+69.7%
-8.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.2% |
| 7D | -1.8% | -8.6% | +6.8% | -0.2% |
| 30D | +6.7% | -4.0% | +10.7% | +7.3% |
| 3M | +4.9% | -17.4% | +22.3% | +8.4% |
| 6M | +3.6% | -25.4% | +29.0% | +7.7% |
| YTD | +21.9% | -10.5% | +32.4% | +24.9% |
| 1Y | +61.6% | +75.8% | -14.3% | +54.8% |
| All | +61.6% | +69.7% | -8.1% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling