+10.2%
VALE vs APD
+27.3%
-17.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.2% | +2.8% |
| 7D | +5.6% | -1.6% | +7.1% | +6.0% |
| 30D | -12.1% | +10.6% | -22.7% | -14.3% |
| 3M | -16.3% | +2.5% | -18.8% | -16.9% |
| 6M | -26.0% | +6.0% | -31.9% | -27.2% |
| YTD | -5.5% | +28.4% | -34.0% | -11.7% |
| 1Y | +6.7% | +22.2% | -15.5% | +0.8% |
| 3Y | +10.2% | +26.6% | -16.4% | +5.3% |
| All | +10.2% | +27.3% | -17.1% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling