+204.8%
VALE vs AR
+57.4%
+147.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.2% | +7.4% | -10.6% | -4.3% |
| 30D | -15.1% | +5.8% | -20.8% | -16.0% |
| 3M | -18.7% | +5.2% | -23.9% | -19.6% |
| 6M | -31.5% | +5.4% | -36.9% | -32.5% |
| YTD | -11.4% | +12.4% | -23.9% | -14.4% |
| 1Y | -1.9% | +12.8% | -14.7% | -5.4% |
| 3Y | +1.7% | +47.2% | -45.5% | -8.9% |
| 5Y | +35.4% | +101.1% | -65.7% | +11.4% |
| All | +204.8% | +57.4% | +147.5% | +160.2% |
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