+33,097.6%
AXON vs VALE
+2,275.1%
+30,822.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -14.2% | +1.6% | -15.8% | -14.7% |
| 30D | -15.4% | +5.1% | -20.5% | -17.0% |
| 3M | +0.5% | -0.4% | +0.9% | -0.1% |
| 6M | -9.5% | -2.2% | -7.3% | -10.0% |
| YTD | -9.2% | +20.5% | -29.7% | -16.0% |
| 1Y | -29.4% | +61.2% | -90.6% | -40.8% |
| 3Y | +139.4% | +43.1% | +96.3% | +101.9% |
| 5Y | +178.9% | +34.0% | +145.0% | +127.2% |
| 10Y | +1,840.8% | +469.7% | +1,371.1% | +707.4% |
| All | +33,097.6% | +2,275.1% | +30,822.6% | +5,755.9% |
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