+486.8%
VALE vs AR
+45.1%
+441.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +2.9% | -1.8% | +4.7% | +3.2% |
| 30D | +8.8% | +12.6% | -3.8% | +6.6% |
| 3M | +6.8% | +10.0% | -3.3% | +4.8% |
| 6M | +6.9% | +0.6% | +6.3% | +5.9% |
| YTD | +22.8% | +13.4% | +9.4% | +18.9% |
| 1Y | +61.3% | +21.7% | +39.5% | +53.6% |
| 3Y | +53.3% | +45.8% | +7.5% | +37.6% |
| 5Y | +44.9% | +144.3% | -99.4% | +15.1% |
| 10Y | +486.8% | +41.8% | +445.0% | +441.5% |
| All | +486.8% | +45.1% | +441.7% | +441.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling