+1,702.7%
VALE vs ALK
+433.8%
+1,268.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +1.8% | +9.0% | -7.3% | -0.8% |
| 30D | -14.8% | -1.6% | -13.2% | -14.8% |
| 3M | -19.0% | -23.2% | +4.2% | -13.6% |
| 6M | -27.7% | -3.9% | -23.8% | -28.4% |
| YTD | -8.5% | -22.6% | +14.1% | -4.6% |
| 1Y | +2.6% | -5.3% | +8.0% | +0.8% |
| 3Y | +4.0% | +18.6% | -14.5% | -9.3% |
| 5Y | +51.2% | -34.4% | +85.6% | +51.3% |
| 10Y | +263.0% | -40.8% | +303.8% | +240.4% |
| All | +1,702.7% | +433.8% | +1,268.9% | +678.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling