+204.8%
VALE vs ARMK
+131.4%
+73.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -3.2% | +2.7% | -5.9% | -3.9% |
| 30D | -15.1% | -1.5% | -13.6% | -14.9% |
| 3M | -18.7% | -11.6% | -7.1% | -16.1% |
| 6M | -31.5% | +6.7% | -38.2% | -33.2% |
| YTD | -11.4% | +47.4% | -58.9% | -21.6% |
| 1Y | -1.9% | +41.5% | -43.3% | -12.1% |
| 3Y | +1.7% | +95.5% | -93.9% | -18.6% |
| 5Y | +35.4% | +108.4% | -72.9% | +4.6% |
| All | +204.8% | +131.4% | +73.5% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling