+20,050.2%
AXON vs VALE
+1,702.7%
+18,347.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.2% | -19.4% | -18.6% |
| 7D | -26.8% | +1.8% | -28.6% | -27.3% |
| 30D | -22.9% | -14.8% | -8.1% | -19.2% |
| 3M | -40.1% | -19.0% | -21.1% | -36.5% |
| 6M | -18.9% | -27.7% | +8.8% | -11.4% |
| YTD | -44.9% | -8.5% | -36.4% | -44.6% |
| 1Y | -46.7% | +2.6% | -49.3% | -48.5% |
| 3Y | +44.3% | +4.0% | +40.3% | +34.4% |
| 5Y | +71.4% | +51.2% | +20.1% | +32.8% |
| 10Y | +1,324.0% | +263.0% | +1,061.0% | +592.1% |
| All | +20,050.2% | +1,702.7% | +18,347.5% | +3,759.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling