-21.1%
ACHR vs VALE
+47.4%
-68.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.2% |
| 7D | -2.7% | -1.8% | -0.8% | -1.6% |
| 30D | -12.1% | +6.7% | -18.8% | -16.0% |
| 3M | +3.4% | +4.9% | -1.5% | -0.1% |
| 6M | -15.6% | +3.6% | -19.2% | -17.6% |
| YTD | -26.9% | +21.9% | -48.7% | -35.8% |
| 1Y | -34.8% | +61.6% | -96.3% | -51.0% |
| All | -21.1% | +47.4% | -68.5% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling