+61.6%
VALE vs BAM
-12.6%
+74.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -1.8% | -3.9% | +2.1% | -1.0% |
| 30D | +6.7% | -8.8% | +15.5% | +8.7% |
| 3M | +4.9% | +2.2% | +2.7% | +3.2% |
| 6M | +3.6% | +5.9% | -2.3% | +0.6% |
| YTD | +21.9% | -6.1% | +28.0% | +19.8% |
| 1Y | +61.6% | -11.6% | +73.2% | +61.6% |
| All | +61.6% | -12.6% | +74.1% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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