+521.5%
VALE vs APD
+162.9%
+358.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.3% |
| 7D | -1.8% | -4.6% | +2.7% | +0.7% |
| 30D | +6.7% | -4.2% | +10.9% | +9.1% |
| 3M | +4.9% | +5.0% | -0.1% | +1.5% |
| 6M | +3.6% | +8.9% | -5.4% | -2.2% |
| YTD | +21.9% | +21.9% | 0.0% | +7.4% |
| 1Y | +61.6% | +5.6% | +56.0% | +53.2% |
| 3Y | +52.1% | +6.9% | +45.2% | +37.6% |
| 5Y | +43.2% | +25.3% | +17.8% | +11.4% |
| 10Y | +521.5% | +169.1% | +352.5% | +146.5% |
| All | +521.5% | +162.9% | +358.6% | +146.5% |
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