+36.6%
VALE vs ALK
-25.3%
+61.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +5.1% | -19.2% | +24.4% | +9.6% |
| 3M | -0.4% | -1.5% | +1.1% | -0.9% |
| 6M | -2.2% | -13.1% | +10.8% | -1.0% |
| YTD | +20.5% | -16.4% | +37.0% | +22.6% |
| 1Y | +61.2% | -33.1% | +94.2% | +70.3% |
| 3Y | +43.1% | +0.6% | +42.5% | +34.0% |
| All | +36.6% | -25.3% | +61.9% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling