+19,418.0%
AXON vs VALE
+1,761.8%
+17,656.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.4% | -4.2% |
| 7D | -28.7% | +5.6% | -34.3% | -30.1% |
| 30D | -28.3% | -12.1% | -16.2% | -25.6% |
| 3M | -46.9% | -16.3% | -30.6% | -44.3% |
| 6M | -24.9% | -26.0% | +1.1% | -18.5% |
| YTD | -46.6% | -5.5% | -41.1% | -47.0% |
| 1Y | -49.7% | +6.7% | -56.4% | -52.0% |
| 3Y | +40.6% | +10.2% | +30.4% | +28.4% |
| 5Y | +71.9% | +49.7% | +22.1% | +33.8% |
| 10Y | +1,180.9% | +222.3% | +958.6% | +552.1% |
| All | +19,418.0% | +1,761.8% | +17,656.2% | +3,598.7% |
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