+165.0%
VALE vs ALLY
+124.8%
+40.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.6% | +3.7% | -2.1% | +0.1% |
| 30D | +5.1% | -2.3% | +7.4% | +6.0% |
| 3M | -0.4% | +3.8% | -4.2% | -2.2% |
| 6M | -2.2% | +9.7% | -11.9% | -6.4% |
| YTD | +20.5% | -1.4% | +21.9% | +20.1% |
| 1Y | +61.2% | +8.2% | +52.9% | +53.6% |
| 3Y | +43.1% | +66.5% | -23.3% | +7.8% |
| 5Y | +34.0% | +1.2% | +32.8% | +18.5% |
| 10Y | +469.7% | +191.4% | +278.2% | +139.3% |
| All | +165.0% | +124.8% | +40.2% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling