+37.8%
VALE vs ACM
+1.1%
+36.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -3.2% | +5.6% | -8.8% | -4.9% |
| 30D | -15.1% | +20.8% | -35.9% | -20.1% |
| 3M | -18.7% | +11.4% | -30.1% | -21.8% |
| 6M | -31.5% | +0.9% | -32.4% | -32.4% |
| YTD | -11.4% | -24.8% | +13.4% | -3.8% |
| 1Y | -1.9% | -46.4% | +44.6% | +23.2% |
| 3Y | +1.7% | -9.2% | +10.9% | -3.9% |
| All | +37.8% | +1.1% | +36.8% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling