+114.9%
VALE vs ALC
+24.0%
+90.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.7% |
| 7D | +1.6% | -2.1% | +3.7% | +2.5% |
| 30D | +5.1% | -0.1% | +5.2% | +5.0% |
| 3M | -0.4% | +5.9% | -6.3% | -3.4% |
| 6M | -2.2% | -15.9% | +13.7% | +4.4% |
| YTD | +20.5% | -10.1% | +30.6% | +24.5% |
| 1Y | +61.2% | -10.2% | +71.4% | +65.9% |
| 3Y | +43.1% | -13.6% | +56.7% | +45.3% |
| 5Y | +34.0% | -15.1% | +49.1% | +34.0% |
| All | +114.9% | +24.0% | +90.9% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling