+36.2%
VALE vs ALM
+387.9%
-351.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -2.1% |
| 7D | -1.5% | -4.0% | +2.5% | -1.2% |
| 30D | -15.6% | -30.5% | +14.9% | -13.5% |
| 3M | -19.5% | -46.9% | +27.4% | -16.0% |
| 6M | -31.9% | -65.5% | +33.6% | -27.3% |
| YTD | -11.0% | -13.4% | +2.4% | -9.8% |
| 1Y | -2.1% | +9.8% | -11.9% | -2.0% |
| 3Y | +1.4% | +783.1% | -781.7% | -10.1% |
| 5Y | +36.2% | +378.3% | -342.1% | +24.0% |
| All | +36.2% | +387.9% | -351.8% | +24.0% |
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