+12.8%
VALE vs AWK
+969.7%
-956.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.6% | +1.7% | -0.1% | +0.8% |
| 30D | +5.1% | +5.6% | -0.4% | +2.5% |
| 3M | -0.4% | +15.9% | -16.3% | -7.3% |
| 6M | -2.2% | +4.6% | -6.8% | -5.1% |
| YTD | +20.5% | +10.1% | +10.5% | +13.6% |
| 1Y | +61.2% | +2.1% | +59.1% | +56.5% |
| 3Y | +43.1% | +9.8% | +33.3% | +30.0% |
| 5Y | +34.0% | -15.4% | +49.3% | +36.0% |
| 10Y | +469.7% | +129.4% | +340.3% | +189.3% |
| All | +12.8% | +969.7% | -956.9% | -83.7% |
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 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