-17.1%
VALE vs AWK
+1,044.2%
-1,061.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -15.1% | +14.3% | -29.3% | -20.2% |
| 3M | -18.7% | +10.3% | -29.0% | -22.5% |
| 6M | -31.5% | +18.9% | -50.4% | -37.2% |
| YTD | -11.4% | +17.7% | -29.2% | -19.3% |
| 1Y | -1.9% | +16.9% | -18.7% | -10.4% |
| 3Y | +1.7% | +32.2% | -30.5% | -15.8% |
| 5Y | +35.4% | -2.2% | +37.6% | +27.8% |
| 10Y | +204.8% | +156.1% | +48.7% | +44.9% |
| All | -17.1% | +1,044.2% | -1,061.3% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling