+150.7%
VALE vs ARES
+1,196.0%
-1,045.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.6% | -1.7% | +3.3% | +2.1% |
| 30D | +5.1% | +0.3% | +4.9% | +4.7% |
| 3M | -0.4% | +8.5% | -8.9% | -3.8% |
| 6M | -2.2% | +23.5% | -25.7% | -10.1% |
| YTD | +20.5% | -11.2% | +31.8% | +22.3% |
| 1Y | +61.2% | -19.3% | +80.5% | +67.8% |
| 3Y | +43.1% | +48.7% | -5.5% | +14.6% |
| 5Y | +34.0% | +106.5% | -72.6% | -10.1% |
| 10Y | +469.7% | +1,055.3% | -585.7% | +101.0% |
| All | +150.7% | +1,196.0% | -1,045.2% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling