+101.0%
VALE vs ALLY
+95.5%
+5.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.0% | -2.3% |
| 7D | +5.5% | -0.7% | +6.1% | +5.8% |
| 30D | -15.0% | +1.1% | -16.1% | -15.5% |
| 3M | -20.0% | -13.2% | -6.8% | -15.5% |
| 6M | -28.4% | -13.5% | -14.9% | -24.5% |
| YTD | -8.6% | -14.3% | +5.7% | -3.7% |
| 1Y | +2.0% | -1.1% | +3.1% | +1.0% |
| 3Y | +4.1% | +62.0% | -57.9% | -21.0% |
| 5Y | +46.4% | -9.6% | +56.1% | +35.5% |
| 10Y | +202.4% | +176.0% | +26.5% | +25.7% |
| All | +101.0% | +95.5% | +5.5% | -9.5% |
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