+40.9%
VALE vs APTV
-69.3%
+110.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -0.3% | -5.0% | +4.8% | +0.8% |
| 30D | +8.6% | -6.1% | +14.7% | +9.9% |
| 3M | +2.0% | -33.0% | +35.0% | +11.1% |
| 6M | +2.1% | -35.2% | +37.4% | +11.4% |
| YTD | +20.2% | -40.1% | +60.4% | +33.1% |
| 1Y | +55.2% | -45.6% | +100.8% | +75.6% |
| 3Y | +45.9% | -54.4% | +100.2% | +66.9% |
| All | +40.9% | -69.3% | +110.2% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling