+40.9%
VALE vs AUR
-35.1%
+76.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | +8.6% | -6.4% | +15.0% | +9.0% |
| 3M | +2.0% | +7.7% | -5.7% | +1.1% |
| 6M | +2.1% | +44.5% | -42.4% | -1.0% |
| YTD | +20.2% | +67.4% | -47.2% | +15.2% |
| 1Y | +55.2% | +15.4% | +39.7% | +51.8% |
| 3Y | +45.9% | +94.8% | -49.0% | +31.9% |
| All | +40.9% | -35.1% | +76.0% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling