+103.1%
ARM vs VALE
-3.3%
+106.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.1% |
| 7D | +5.5% | +1.6% | +3.9% | +3.6% |
| 30D | -8.2% | +5.1% | -13.3% | -12.9% |
| 3M | -35.9% | -0.4% | -35.5% | -35.1% |
| 6M | +103.1% | -2.2% | +105.3% | +105.2% |
| All | +103.1% | -3.3% | +106.5% | +105.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling