+3.7%
VALE vs AR
+14.7%
-11.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.3% | +10.4% | +3.5% |
| 7D | -0.3% | -11.1% | +10.8% | -1.4% |
| 30D | -19.2% | +7.9% | -27.1% | -18.6% |
| 3M | -20.7% | +4.9% | -25.6% | -20.1% |
| 6M | -25.8% | -5.3% | -20.5% | -26.2% |
| YTD | -9.8% | +8.6% | -18.4% | -10.5% |
| 1Y | +3.7% | +13.7% | -10.0% | +1.5% |
| All | +3.7% | +14.7% | -11.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling