-2.1%
VALE vs ALK
-7.4%
+5.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -1.5% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -15.6% | +3.3% | -18.9% | -16.3% |
| 3M | -19.5% | -17.6% | -2.0% | -16.0% |
| 6M | -31.9% | +0.8% | -32.7% | -33.7% |
| YTD | -11.0% | -22.4% | +11.4% | -9.1% |
| 1Y | -2.1% | -10.1% | +7.9% | -3.6% |
| All | -2.1% | -7.4% | +5.3% | -3.6% |
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