+50.5%
VALE vs AR
+45.9%
+4.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.6% | +2.5% | -0.9% | +1.4% |
| 30D | +5.1% | +14.8% | -9.7% | +3.9% |
| 3M | -0.4% | +6.2% | -6.6% | -1.0% |
| 6M | -2.2% | +4.3% | -6.5% | -3.1% |
| YTD | +20.5% | +14.4% | +6.2% | +17.7% |
| 1Y | +61.2% | +21.3% | +39.8% | +55.5% |
| All | +50.5% | +45.9% | +4.5% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling