+193.0%
ARM vs VALE
+10.9%
+182.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +5.0% |
| 7D | -5.3% | +5.6% | -10.9% | -8.1% |
| 30D | -30.0% | -12.1% | -17.9% | -25.2% |
| 3M | -34.1% | -16.3% | -17.8% | -27.8% |
| 6M | -12.6% | -26.0% | +13.3% | +2.4% |
| YTD | +70.4% | -5.5% | +75.9% | +74.2% |
| 1Y | +22.3% | +6.7% | +15.6% | +16.5% |
| 3Y | +261.2% | +10.2% | +251.0% | +220.8% |
| All | +193.0% | +10.9% | +182.1% | +151.8% |
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