+4.1%
VALE vs APA
+37.8%
-33.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.5% | -3.4% |
| 7D | +5.5% | -5.5% | +11.0% | +6.0% |
| 30D | -15.0% | -1.2% | -13.8% | -15.0% |
| 3M | -20.0% | +10.6% | -30.6% | -21.0% |
| 6M | -28.4% | +28.4% | -56.8% | -30.6% |
| YTD | -8.6% | +89.7% | -98.3% | -18.6% |
| 1Y | +2.0% | +90.6% | -88.6% | -9.4% |
| 3Y | +4.1% | +36.9% | -32.8% | -6.4% |
| All | +4.1% | +37.8% | -33.7% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling