+37.8%
VALE vs AVTR
-58.9%
+96.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -3.2% | +0.5% | -3.6% | -3.2% |
| 30D | -15.1% | -1.0% | -14.0% | -15.0% |
| 3M | -18.7% | +12.2% | -30.9% | -20.3% |
| 6M | -31.5% | +97.5% | -128.9% | -39.2% |
| YTD | -11.4% | +35.6% | -47.0% | -16.9% |
| 1Y | -1.9% | +32.8% | -34.7% | -7.7% |
| 3Y | +1.7% | -16.5% | +18.2% | 0.0% |
| All | +37.8% | -58.9% | +96.8% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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