+486.8%
VALE vs ALK
-38.6%
+525.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.8% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +8.8% | -18.5% | +27.3% | +15.2% |
| 3M | +6.8% | -3.6% | +10.3% | +6.6% |
| 6M | +6.9% | -3.7% | +10.6% | +5.8% |
| YTD | +22.8% | -19.0% | +41.8% | +27.3% |
| 1Y | +61.3% | -36.0% | +97.3% | +78.0% |
| 3Y | +53.3% | +2.3% | +51.0% | +37.4% |
| 5Y | +44.9% | -27.8% | +72.6% | +39.8% |
| 10Y | +486.8% | -39.0% | +525.8% | +400.0% |
| All | +486.8% | -38.6% | +525.4% | +400.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALK 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling