+43.2%
VALE vs ARMK
+146.8%
-103.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.8% | +0.3% | -2.2% | -1.9% |
| 30D | +6.7% | +2.4% | +4.3% | +5.6% |
| 3M | +4.9% | +6.1% | -1.2% | +2.8% |
| 6M | +3.6% | +41.8% | -38.2% | -6.7% |
| YTD | +21.9% | +55.5% | -33.7% | +6.8% |
| 1Y | +61.6% | +49.6% | +12.0% | +42.8% |
| 3Y | +52.1% | +122.8% | -70.6% | +17.6% |
| 5Y | +43.2% | +151.0% | -107.8% | +2.9% |
| All | +43.2% | +146.8% | -103.7% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling