+101.2%
VALE vs ALLY
+98.1%
+3.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.9% |
| 7D | +1.8% | +0.9% | +0.8% | +1.4% |
| 30D | -14.8% | +3.1% | -17.9% | -16.1% |
| 3M | -19.0% | -12.6% | -6.5% | -14.7% |
| 6M | -27.7% | -12.4% | -15.3% | -24.2% |
| YTD | -8.5% | -13.2% | +4.6% | -4.2% |
| 1Y | +2.6% | +1.8% | +0.8% | +0.4% |
| 3Y | +4.0% | +58.0% | -53.9% | -20.1% |
| 5Y | +51.2% | -8.4% | +59.7% | +39.1% |
| 10Y | +263.0% | +195.3% | +67.8% | +43.6% |
| All | +101.2% | +98.1% | +3.1% | -10.0% |
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