+61.6%
VALE vs AR
+21.2%
+40.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.8% | -1.2% | -0.7% | -1.9% |
| 30D | +6.7% | +5.5% | +1.1% | +7.1% |
| 3M | +4.9% | +12.9% | -8.0% | +5.8% |
| 6M | +3.6% | +0.1% | +3.5% | +3.5% |
| YTD | +21.9% | +13.5% | +8.4% | +20.4% |
| 1Y | +61.6% | +21.6% | +40.0% | +57.8% |
| All | +61.6% | +21.2% | +40.4% | +57.8% |
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