+1,761.8%
VALE vs APD
+1,049.3%
+712.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.2% | +1.7% |
| 7D | +5.6% | -1.6% | +7.1% | +6.9% |
| 30D | -12.1% | +10.6% | -22.7% | -19.1% |
| 3M | -16.3% | +2.5% | -18.8% | -18.4% |
| 6M | -26.0% | +6.0% | -31.9% | -30.4% |
| YTD | -5.5% | +28.4% | -34.0% | -24.9% |
| 1Y | +6.7% | +22.2% | -15.5% | -12.4% |
| 3Y | +10.2% | +26.6% | -16.4% | -19.0% |
| 5Y | +49.7% | +11.8% | +38.0% | +15.7% |
| 10Y | +222.3% | +187.8% | +34.5% | -4.1% |
| All | +1,761.8% | +1,049.3% | +712.4% | +109.9% |
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