+44.9%
VALE vs ALM
+1,033.0%
-988.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.8% | -6.9% | +1.3% |
| 7D | +2.9% | +8.4% | -5.5% | +2.3% |
| 30D | +8.8% | +34.8% | -26.0% | +6.4% |
| 3M | +6.8% | +16.2% | -9.5% | +5.1% |
| 6M | +6.9% | +2.1% | +4.8% | +5.6% |
| YTD | +22.8% | +117.0% | -94.2% | +16.7% |
| 1Y | +61.3% | +313.9% | -252.6% | +48.0% |
| 3Y | +53.3% | +2,327.9% | -2,274.6% | +25.1% |
| 5Y | +44.9% | +1,040.6% | -995.8% | +24.2% |
| All | +44.9% | +1,033.0% | -988.2% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling