+206.4%
VALE vs APD
+191.6%
+14.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -1.5% | +2.2% | -3.7% | -2.6% |
| 30D | -15.6% | +9.4% | -25.1% | -19.8% |
| 3M | -19.5% | +4.7% | -24.2% | -21.7% |
| 6M | -31.9% | +5.5% | -37.4% | -34.3% |
| YTD | -11.0% | +31.4% | -42.4% | -24.6% |
| 1Y | -2.1% | +24.1% | -26.2% | -14.8% |
| 3Y | +1.4% | +28.8% | -27.4% | -17.7% |
| 5Y | +36.2% | +15.8% | +20.4% | +15.2% |
| All | +206.4% | +191.6% | +14.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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