+53.3%
VALE vs ACM
-19.8%
+73.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +8.8% | -12.9% | +21.7% | +12.0% |
| 3M | +6.8% | -6.4% | +13.1% | +7.8% |
| 6M | +6.9% | -29.2% | +36.1% | +16.1% |
| YTD | +22.8% | -29.9% | +52.8% | +32.8% |
| 1Y | +61.3% | -47.3% | +108.5% | +90.9% |
| 3Y | +53.3% | -19.6% | +72.9% | +50.6% |
| All | +53.3% | -19.8% | +73.1% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling