+27.4%
VALE vs BAM
+78.0%
-50.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.6% | -2.0% | +3.6% | +2.2% |
| 30D | +5.1% | -2.9% | +8.0% | +5.8% |
| 3M | -0.4% | +9.4% | -9.8% | -3.5% |
| 6M | -2.2% | +10.8% | -13.0% | -5.8% |
| YTD | +20.5% | -0.4% | +21.0% | +19.2% |
| 1Y | +61.2% | -10.9% | +72.0% | +64.4% |
| 3Y | +43.1% | +61.3% | -18.1% | +16.5% |
| All | +27.4% | +78.0% | -50.6% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling