+1.7%
VALE vs ALLY
+65.3%
-63.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -15.1% | +5.2% | -20.3% | -16.3% |
| 3M | -18.7% | -13.3% | -5.4% | -15.6% |
| 6M | -31.5% | -6.7% | -24.8% | -30.4% |
| YTD | -11.4% | -12.8% | +1.4% | -8.7% |
| 1Y | -1.9% | +0.7% | -2.5% | -2.6% |
| 3Y | +1.7% | +65.2% | -63.5% | -11.7% |
| All | +1.7% | +65.3% | -63.7% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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