+521.5%
VALE vs APA
-1.1%
+522.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -1.5% |
| 7D | -1.8% | +0.3% | -2.2% | -1.9% |
| 30D | +6.7% | +9.3% | -2.7% | +4.3% |
| 3M | +4.9% | +23.3% | -18.5% | -0.9% |
| 6M | +3.6% | +39.5% | -35.9% | -6.6% |
| YTD | +21.9% | +87.6% | -65.7% | +1.4% |
| 1Y | +61.6% | +114.2% | -52.7% | +28.9% |
| 3Y | +52.1% | +13.6% | +38.6% | +37.0% |
| 5Y | +43.2% | +175.6% | -132.4% | -1.4% |
| 10Y | +521.5% | -2.6% | +524.2% | +349.2% |
| All | +521.5% | -1.1% | +522.6% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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