+174.6%
ARM vs VALE
+7.3%
+167.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.1% |
| 7D | -15.2% | +1.8% | -17.0% | -16.2% |
| 30D | -40.7% | -14.8% | -25.8% | -35.5% |
| 3M | -39.1% | -19.0% | -20.1% | -32.1% |
| 6M | -26.4% | -27.7% | +1.3% | -12.7% |
| YTD | +59.7% | -8.5% | +68.3% | +65.9% |
| 1Y | +10.3% | +2.6% | +7.7% | +7.3% |
| 3Y | +228.9% | +4.0% | +224.8% | +200.8% |
| All | +174.6% | +7.3% | +167.3% | +139.9% |
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