-34.3%
ACHR vs VALE
+57.8%
-92.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | -2.3% | -0.3% | -2.0% | -2.1% |
| 30D | -11.3% | +8.6% | -19.9% | -17.1% |
| 3M | +5.3% | +2.0% | +3.3% | +3.1% |
| 6M | -13.2% | +2.1% | -15.3% | -15.0% |
| YTD | -25.8% | +20.2% | -46.0% | -46.3% |
| 1Y | -34.3% | +55.2% | -89.4% | -73.3% |
| All | -34.3% | +57.8% | -92.1% | -73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling