+2,301.5%
VALE vs AU
+589.0%
+1,712.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -1.8% | +0.6% | -2.5% | -2.1% |
| 30D | +6.7% | +12.3% | -5.6% | +2.6% |
| 3M | +4.9% | +29.4% | -24.5% | -4.0% |
| 6M | +3.6% | +3.2% | +0.4% | +0.6% |
| YTD | +21.9% | +31.8% | -9.9% | +9.2% |
| 1Y | +61.6% | +83.4% | -21.8% | +29.5% |
| 3Y | +52.1% | +623.1% | -571.0% | -24.8% |
| 5Y | +43.2% | +700.5% | -657.3% | -34.2% |
| 10Y | +521.5% | +717.6% | -196.1% | +127.6% |
| All | +2,301.5% | +589.0% | +1,712.5% | +782.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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