+44.9%
VALE vs APA
+156.3%
-111.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.5% |
| 7D | +2.9% | -1.7% | +4.6% | +3.3% |
| 30D | +8.8% | +15.7% | -6.9% | +5.3% |
| 3M | +6.8% | +16.5% | -9.7% | +2.8% |
| 6M | +6.9% | +35.1% | -28.2% | -2.3% |
| YTD | +22.8% | +82.2% | -59.4% | +3.4% |
| 1Y | +61.3% | +102.5% | -41.2% | +30.9% |
| 3Y | +53.3% | +10.3% | +43.0% | +42.2% |
| 5Y | +44.9% | +166.1% | -121.3% | -0.3% |
| All | +44.9% | +156.3% | -111.4% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling