-44.0%
ACHR vs VALE
+57.3%
-101.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -11.3% | +8.6% | -19.9% | -14.3% |
| 3M | +5.3% | +2.0% | +3.3% | +4.1% |
| 6M | -13.2% | +2.1% | -15.3% | -13.9% |
| YTD | -25.8% | +20.2% | -46.0% | -30.7% |
| 1Y | -34.3% | +55.2% | -89.4% | -43.5% |
| 3Y | -19.9% | +45.9% | -65.8% | -30.8% |
| 5Y | -42.7% | +41.4% | -84.0% | -50.8% |
| All | -44.0% | +57.3% | -101.3% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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