+489.2%
VALE vs ACM
+134.0%
+355.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -0.3% | -4.6% | +4.3% | +1.9% |
| 30D | +8.6% | +4.1% | +4.6% | +6.1% |
| 3M | +2.0% | -8.3% | +10.3% | +4.6% |
| 6M | +2.1% | -30.1% | +32.2% | +18.3% |
| YTD | +20.2% | -32.6% | +52.8% | +40.1% |
| 1Y | +55.2% | -49.6% | +104.7% | +107.7% |
| 3Y | +45.9% | -23.0% | +68.9% | +53.0% |
| 5Y | +41.4% | +2.0% | +39.4% | +24.9% |
| All | +489.2% | +134.0% | +355.2% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling