+3.7%
VALE vs AUR
-17.4%
+21.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.4% | +8.5% | +4.8% |
| 7D | -0.3% | -19.8% | +19.5% | +3.0% |
| 30D | -19.2% | -29.0% | +9.8% | -15.0% |
| 3M | -20.7% | -43.6% | +22.8% | -13.7% |
| 6M | -25.8% | -36.6% | +10.9% | -21.7% |
| YTD | -9.8% | +6.3% | -16.0% | -16.0% |
| 1Y | +3.7% | -9.0% | +12.7% | -0.9% |
| All | +3.7% | -17.4% | +21.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling