+204.8%
VALE vs ALK
-45.9%
+250.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | -15.1% | +7.7% | -22.8% | -17.2% |
| 3M | -18.7% | -19.0% | +0.3% | -14.2% |
| 6M | -31.5% | -0.2% | -31.3% | -32.9% |
| YTD | -11.4% | -23.5% | +12.1% | -7.3% |
| 1Y | -1.9% | -9.1% | +7.3% | -2.7% |
| 3Y | +1.7% | +12.0% | -10.3% | -12.1% |
| 5Y | +35.4% | -30.9% | +66.3% | +32.3% |
| All | +204.8% | -45.9% | +250.7% | +183.5% |
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