+7.4%
VALE vs AS
+137.8%
-130.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.4% | -3.0% |
| 7D | +5.5% | +4.5% | +1.0% | +4.8% |
| 30D | -15.0% | +13.2% | -28.2% | -16.5% |
| 3M | -20.0% | -11.9% | -8.1% | -18.6% |
| 6M | -28.4% | -11.6% | -16.8% | -27.3% |
| YTD | -8.6% | -14.7% | +6.1% | -7.3% |
| 1Y | +2.0% | +5.7% | -3.7% | +0.4% |
| All | +7.4% | +137.8% | -130.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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