+489.2%
VALE vs AWK
+132.0%
+357.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -0.3% | -2.1% | +1.9% | +0.3% |
| 30D | +8.6% | +2.1% | +6.6% | +8.0% |
| 3M | +2.0% | +11.4% | -9.4% | -1.1% |
| 6M | +2.1% | +3.9% | -1.8% | +0.6% |
| YTD | +20.2% | +7.7% | +12.5% | +16.8% |
| 1Y | +55.2% | +1.3% | +53.9% | +53.1% |
| 3Y | +45.9% | +7.2% | +38.7% | +38.7% |
| 5Y | +41.4% | -17.0% | +58.4% | +45.3% |
| All | +489.2% | +132.0% | +357.2% | +338.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling