+3.7%
VALE vs ALC
+4.2%
-0.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.8% | -2.7% | +3.5% |
| 7D | -0.3% | +10.7% | -11.1% | -1.1% |
| 30D | -19.2% | +20.2% | -39.4% | -20.3% |
| 3M | -20.7% | +8.9% | -29.6% | -21.1% |
| 6M | -25.8% | +5.7% | -31.5% | -25.7% |
| YTD | -9.8% | -1.4% | -8.4% | -6.4% |
| 1Y | +3.7% | +4.7% | -1.0% | +5.6% |
| All | +3.7% | +4.2% | -0.5% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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