+1,701.1%
VALE vs APD
+1,061.2%
+639.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.6% | -3.6% |
| 7D | +5.5% | -0.2% | +5.7% | +5.6% |
| 30D | -15.0% | +11.0% | -26.0% | -22.0% |
| 3M | -20.0% | +2.0% | -22.0% | -21.7% |
| 6M | -28.4% | +7.1% | -35.4% | -33.2% |
| YTD | -8.6% | +29.8% | -38.4% | -28.0% |
| 1Y | +2.0% | +24.0% | -22.1% | -17.3% |
| 3Y | +4.1% | +27.2% | -23.1% | -23.7% |
| 5Y | +46.4% | +12.8% | +33.7% | +12.4% |
| 10Y | +202.4% | +185.0% | +17.4% | -9.1% |
| All | +1,701.1% | +1,061.2% | +639.9% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling