+44.9%
VALE vs ALB
-43.6%
+88.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | +2.9% | -4.4% | +7.3% | +4.0% |
| 30D | +8.8% | -1.2% | +10.0% | +8.9% |
| 3M | +6.8% | -13.3% | +20.1% | +9.7% |
| 6M | +6.9% | -19.8% | +26.7% | +10.7% |
| YTD | +22.8% | -7.9% | +30.8% | +22.9% |
| 1Y | +61.3% | +60.2% | +1.1% | +39.6% |
| 3Y | +53.3% | -26.4% | +79.7% | +50.0% |
| 5Y | +44.9% | -42.5% | +87.4% | +48.9% |
| All | +44.9% | -43.6% | +88.4% | +48.9% |
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