+40.9%
VALE vs AZO
+85.8%
-44.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -0.3% | -3.6% | +3.3% | +0.1% |
| 30D | +8.6% | -5.6% | +14.2% | +9.3% |
| 3M | +2.0% | -6.6% | +8.6% | +2.6% |
| 6M | +2.1% | -22.5% | +24.6% | +5.3% |
| YTD | +20.2% | -15.2% | +35.4% | +22.7% |
| 1Y | +55.2% | -33.9% | +89.1% | +63.3% |
| 3Y | +45.9% | +11.8% | +34.1% | +42.9% |
| All | +40.9% | +85.8% | -44.8% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling