+49.7%
VALE vs ALB
-62.4%
+112.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +5.6% | +9.5% | -3.9% | +3.3% |
| 30D | -12.1% | -2.1% | -10.0% | -11.8% |
| 3M | -16.3% | -24.1% | +7.8% | -11.1% |
| 6M | -26.0% | -51.0% | +25.0% | -13.3% |
| YTD | -5.5% | -29.3% | +23.8% | +0.3% |
| 1Y | +6.7% | +3.2% | +3.5% | +3.2% |
| 3Y | +10.2% | -9.3% | +19.5% | +1.5% |
| 5Y | +49.7% | -61.6% | +111.4% | +71.5% |
| All | +49.7% | -62.4% | +112.1% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling