-44.0%
ACHR vs VALE
+40.1%
-84.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | -19.7% | +9.7% | -29.5% | -23.0% |
| 3M | +7.9% | +5.3% | +2.7% | +5.2% |
| 6M | -13.8% | +0.5% | -14.3% | -14.0% |
| YTD | -27.5% | +20.6% | -48.1% | -32.9% |
| 1Y | -33.9% | +57.6% | -91.5% | -44.5% |
| 3Y | -20.0% | +50.6% | -70.5% | -32.7% |
| 5Y | -44.0% | +41.8% | -85.8% | -53.3% |
| All | -44.0% | +40.1% | -84.1% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling