+57.6%
VALE vs AWK
+2.5%
+55.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.1% |
| 7D | -0.2% | -0.7% | +0.5% | -0.4% |
| 30D | +9.7% | +2.8% | +7.0% | +10.4% |
| 3M | +5.3% | +11.3% | -6.1% | +8.3% |
| 6M | +0.5% | +6.7% | -6.2% | +2.1% |
| YTD | +20.6% | +9.4% | +11.2% | +24.1% |
| 1Y | +57.6% | +3.7% | +53.9% | +59.9% |
| All | +57.6% | +2.5% | +55.1% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling