+489.2%
VALE vs AZO
+296.8%
+192.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -0.3% | -3.6% | +3.3% | +0.7% |
| 30D | +8.6% | -5.6% | +14.2% | +10.2% |
| 3M | +2.0% | -6.6% | +8.6% | +3.3% |
| 6M | +2.1% | -22.5% | +24.6% | +8.8% |
| YTD | +20.2% | -15.2% | +35.4% | +24.6% |
| 1Y | +55.2% | -33.9% | +89.1% | +72.3% |
| 3Y | +45.9% | +11.8% | +34.1% | +36.4% |
| 5Y | +41.4% | +85.5% | -44.1% | +7.4% |
| All | +489.2% | +296.8% | +192.4% | +283.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling