+61.2%
VALE vs AZO
-28.9%
+90.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +1.6% | +0.7% | +0.9% | +1.6% |
| 30D | +5.1% | -2.7% | +7.8% | +5.3% |
| 3M | -0.4% | -3.2% | +2.8% | -0.2% |
| 6M | -2.2% | -19.7% | +17.5% | +0.4% |
| YTD | +20.5% | -12.0% | +32.6% | +25.9% |
| 1Y | +61.2% | -29.5% | +90.7% | +64.7% |
| All | +61.2% | -28.9% | +90.1% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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