+2,275.1%
VALE vs APD
+1,013.1%
+1,262.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.5% |
| 7D | +1.6% | -2.2% | +3.8% | +3.5% |
| 30D | +5.1% | +2.1% | +3.0% | +3.2% |
| 3M | -0.4% | +7.2% | -7.6% | -6.8% |
| 6M | -2.2% | +11.2% | -13.5% | -11.8% |
| YTD | +20.5% | +24.4% | -3.9% | -1.4% |
| 1Y | +61.2% | +6.7% | +54.5% | +46.6% |
| 3Y | +43.1% | +9.2% | +33.9% | +18.4% |
| 5Y | +34.0% | +27.4% | +6.6% | -8.4% |
| 10Y | +469.7% | +164.8% | +304.8% | +83.8% |
| All | +2,275.1% | +1,013.1% | +1,262.0% | +175.6% |
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