+1.7%
VALE vs ARES
+37.5%
-35.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | -15.1% | +19.7% | -34.7% | -17.6% |
| 3M | -18.7% | -9.0% | -9.7% | -17.5% |
| 6M | -31.5% | +11.5% | -43.0% | -33.1% |
| YTD | -11.4% | -13.8% | +2.4% | -10.2% |
| 1Y | -1.9% | -5.6% | +3.7% | -2.5% |
| 3Y | +1.7% | +36.1% | -34.4% | -6.0% |
| All | +1.7% | +37.5% | -35.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 3y: compounded portfolio wealth divided by compounded ARES 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…
3y analysis · Full analysis span regression · 6 months rolling