+77.1%
VALE vs AR
-33.4%
+110.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +1.8% | -14.3% | +16.0% | +4.8% |
| 30D | -14.8% | +1.4% | -16.3% | -15.3% |
| 3M | -19.0% | +3.4% | -22.4% | -19.9% |
| 6M | -27.7% | -2.1% | -25.6% | -28.0% |
| YTD | -8.5% | +4.7% | -13.2% | -11.0% |
| 1Y | +2.6% | +10.6% | -7.9% | -1.5% |
| 3Y | +4.0% | +24.6% | -20.6% | -6.0% |
| 5Y | +51.2% | +71.9% | -20.7% | +21.7% |
| 10Y | +263.0% | +46.4% | +216.7% | +213.5% |
| All | +77.1% | -33.4% | +110.4% | +74.4% |
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