+521.5%
VALE vs ALM
+3,082.3%
-2,560.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | -0.6% |
| 7D | -1.8% | +3.6% | -5.5% | -2.0% |
| 30D | +6.7% | +33.8% | -27.1% | +5.3% |
| 3M | +4.9% | +14.8% | -9.9% | +4.0% |
| 6M | +3.6% | -7.0% | +10.5% | +3.2% |
| YTD | +21.9% | +108.1% | -86.2% | +18.2% |
| 1Y | +61.6% | +313.8% | -252.2% | +53.1% |
| 3Y | +52.1% | +2,227.6% | -2,175.5% | +35.4% |
| 5Y | +43.2% | +956.6% | -913.5% | +29.1% |
| 10Y | +521.5% | +3,082.3% | -2,560.8% | +471.1% |
| All | +521.5% | +3,082.3% | -2,560.8% | +471.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling