+43.2%
VALE vs AWK
-16.7%
+59.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | +6.7% | +4.3% | +2.4% | +6.1% |
| 3M | +4.9% | +12.5% | -7.6% | +3.3% |
| 6M | +3.6% | +3.3% | +0.3% | +3.0% |
| YTD | +21.9% | +9.8% | +12.1% | +19.9% |
| 1Y | +61.6% | +2.9% | +58.7% | +60.6% |
| 3Y | +52.1% | +9.6% | +42.5% | +46.2% |
| 5Y | +43.2% | -16.7% | +59.8% | +45.7% |
| All | +43.2% | -16.7% | +59.9% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling