+133.3%
VALE vs AR
-27.2%
+160.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.6% | +2.5% | -0.9% | +1.1% |
| 30D | +5.1% | +14.8% | -9.7% | +2.2% |
| 3M | -0.4% | +6.2% | -6.6% | -1.9% |
| 6M | -2.2% | +4.3% | -6.5% | -4.0% |
| YTD | +20.5% | +14.4% | +6.2% | +15.6% |
| 1Y | +61.2% | +21.3% | +39.8% | +52.0% |
| 3Y | +43.1% | +39.8% | +3.3% | +26.5% |
| 5Y | +34.0% | +142.1% | -108.1% | +0.2% |
| 10Y | +469.7% | +52.0% | +417.6% | +395.0% |
| All | +133.3% | -27.2% | +160.5% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling