+106.3%
VALE vs ACM
+230.8%
-124.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.6% | -3.7% | +5.3% | +3.9% |
| 30D | +5.1% | -11.1% | +16.2% | +11.4% |
| 3M | -0.4% | -8.0% | +7.6% | +2.6% |
| 6M | -2.2% | -29.7% | +27.4% | +17.0% |
| YTD | +20.5% | -29.4% | +49.9% | +41.6% |
| 1Y | +61.2% | -46.4% | +107.6% | +122.1% |
| 3Y | +43.1% | -22.3% | +65.5% | +51.9% |
| 5Y | +34.0% | +4.5% | +29.5% | +14.3% |
| 10Y | +469.7% | +127.6% | +342.0% | +161.6% |
| All | +106.3% | +230.8% | -124.4% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling