+47.9%
VALE vs APTV
-56.4%
+104.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | -1.8% | -1.2% | -0.7% | -1.7% |
| 30D | +6.7% | -10.6% | +17.3% | +9.1% |
| 3M | +4.9% | -35.0% | +39.9% | +14.8% |
| 6M | +3.6% | -38.9% | +42.5% | +14.4% |
| YTD | +21.9% | -41.5% | +63.4% | +35.3% |
| 1Y | +61.6% | -45.8% | +107.4% | +82.5% |
| All | +47.9% | -56.4% | +104.3% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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