+57.3%
VALE vs APTV
+194.6%
-137.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -1.5% |
| 7D | +1.6% | +4.8% | -3.2% | -0.4% |
| 30D | +5.1% | +2.0% | +3.1% | +3.9% |
| 3M | -0.4% | -34.2% | +33.8% | +15.8% |
| 6M | -2.2% | -34.7% | +32.5% | +12.5% |
| YTD | +20.5% | -37.0% | +57.5% | +39.6% |
| 1Y | +61.2% | -40.4% | +101.6% | +90.2% |
| 3Y | +43.1% | -54.1% | +97.2% | +79.7% |
| 5Y | +34.0% | -68.0% | +102.0% | +84.5% |
| 10Y | +469.7% | -15.5% | +485.2% | +312.6% |
| All | +57.3% | +194.6% | -137.3% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling