+286.5%
ARM vs VALE
+1.7%
+284.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.4% |
| 7D | +19.8% | -1.5% | +21.3% | +20.9% |
| 30D | -21.8% | -15.6% | -6.1% | -14.5% |
| 3M | -26.5% | -19.5% | -7.0% | -17.8% |
| 6M | -3.9% | -31.9% | +28.0% | +17.6% |
| YTD | +82.8% | -11.0% | +93.7% | +92.8% |
| 1Y | +34.3% | -2.1% | +36.4% | +34.1% |
| All | +286.5% | +1.7% | +284.8% | +259.6% |
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