+202.4%
VALE vs ALK
-39.7%
+242.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +5.5% | +12.9% | -7.5% | +1.7% |
| 30D | -15.0% | +5.5% | -20.5% | -16.7% |
| 3M | -20.0% | -12.1% | -7.9% | -17.6% |
| 6M | -28.4% | +1.7% | -30.1% | -30.3% |
| YTD | -8.6% | -17.4% | +8.8% | -6.4% |
| 1Y | +2.0% | -1.9% | +3.9% | -1.1% |
| 3Y | +4.1% | +21.2% | -17.2% | -12.1% |
| 5Y | +46.4% | -27.8% | +74.2% | +41.6% |
| 10Y | +202.4% | -41.0% | +243.4% | +169.1% |
| All | +202.4% | -39.7% | +242.1% | +169.1% |
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