+2,275.1%
VALE vs ALB
+1,289.4%
+985.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +1.9% |
| 7D | +1.6% | -8.1% | +9.7% | +5.7% |
| 30D | +5.1% | +6.3% | -1.1% | +1.4% |
| 3M | -0.4% | -23.6% | +23.2% | +11.6% |
| 6M | -2.2% | -24.6% | +22.4% | +7.7% |
| YTD | +20.5% | -10.3% | +30.8% | +20.1% |
| 1Y | +61.2% | +61.5% | -0.3% | +14.9% |
| 3Y | +43.1% | -34.0% | +77.1% | +37.8% |
| 5Y | +34.0% | -44.6% | +78.5% | +22.3% |
| 10Y | +469.7% | +76.1% | +393.6% | +90.9% |
| All | +2,275.1% | +1,289.4% | +985.6% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling