+61.3%
VALE vs ALK
-35.5%
+96.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.6% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +8.8% | -18.5% | +27.3% | +13.5% |
| 3M | +6.8% | -3.6% | +10.3% | +6.2% |
| 6M | +6.9% | -3.7% | +10.6% | +5.0% |
| YTD | +22.8% | -19.0% | +41.8% | +24.2% |
| 1Y | +61.3% | -36.0% | +97.3% | +57.1% |
| All | +61.3% | -35.5% | +96.8% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling