+53.3%
VALE vs APD
+10.0%
+43.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +2.9% | -2.5% | +5.4% | +3.6% |
| 30D | +8.8% | -1.9% | +10.7% | +9.3% |
| 3M | +6.8% | +8.2% | -1.5% | +4.4% |
| 6M | +6.9% | +10.7% | -3.8% | +3.7% |
| YTD | +22.8% | +22.9% | -0.1% | +15.8% |
| 1Y | +61.3% | +5.8% | +55.5% | +58.4% |
| 3Y | +53.3% | +7.8% | +45.5% | +53.1% |
| All | +53.3% | +10.0% | +43.3% | +53.1% |
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