+53.3%
VALE vs ALC
-15.5%
+68.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.4% |
| 7D | +2.9% | -3.7% | +6.6% | +3.8% |
| 30D | +8.8% | -3.7% | +12.5% | +9.6% |
| 3M | +6.8% | +4.6% | +2.2% | +5.1% |
| 6M | +6.9% | -14.6% | +21.5% | +11.2% |
| YTD | +22.8% | -11.9% | +34.7% | +26.6% |
| 1Y | +61.3% | -13.1% | +74.4% | +66.5% |
| 3Y | +53.3% | -15.0% | +68.3% | +67.2% |
| All | +53.3% | -15.5% | +68.8% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling