+475.8%
VALE vs ALK
-36.6%
+512.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | +5.1% | -19.2% | +24.4% | +11.7% |
| 3M | -0.4% | -1.5% | +1.1% | -1.1% |
| 6M | -2.2% | -13.1% | +10.8% | -0.2% |
| YTD | +20.5% | -16.4% | +37.0% | +23.8% |
| 1Y | +61.2% | -33.1% | +94.2% | +75.6% |
| 3Y | +43.1% | +0.6% | +42.5% | +29.2% |
| 5Y | +34.0% | -26.4% | +60.3% | +28.8% |
| All | +475.8% | -36.6% | +512.5% | +386.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling