-2.1%
VALE vs ALM
+7.9%
-10.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.6% |
| 7D | -1.5% | -4.0% | +2.5% | -0.9% |
| 30D | -15.6% | -30.5% | +14.9% | -11.0% |
| 3M | -19.5% | -46.9% | +27.4% | -11.9% |
| 6M | -31.9% | -65.5% | +33.6% | -21.0% |
| YTD | -11.0% | -13.4% | +2.4% | -7.5% |
| 1Y | -2.1% | +9.8% | -11.9% | +0.6% |
| All | -2.1% | +7.9% | -10.0% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling