+108.9%
VALE vs AVAV
+351.0%
-242.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.5% | -9.2% | -1.1% |
| 7D | +1.8% | -10.6% | +12.3% | +3.9% |
| 30D | -14.8% | -18.8% | +4.0% | -11.4% |
| 3M | -19.0% | -34.1% | +15.1% | -12.4% |
| 6M | -27.7% | -35.3% | +7.6% | -23.4% |
| YTD | -8.5% | -53.4% | +44.9% | +1.3% |
| 1Y | +2.6% | -65.6% | +68.3% | +21.7% |
| 3Y | +4.0% | -5.1% | +9.1% | -13.4% |
| 5Y | +51.2% | +18.5% | +32.7% | +8.4% |
| 10Y | +263.0% | +369.8% | -106.8% | +39.5% |
| All | +108.9% | +351.0% | -242.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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