+491.2%
VALE vs ARWR
+1,080.6%
-589.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.2% | -4.3% | +4.1% | +0.2% |
| 30D | +9.7% | -7.3% | +17.0% | +10.5% |
| 3M | +5.3% | +17.0% | -11.7% | +3.3% |
| 6M | +0.5% | +39.8% | -39.2% | -3.3% |
| YTD | +20.6% | +24.7% | -4.0% | +17.1% |
| 1Y | +57.6% | +186.5% | -128.9% | +40.2% |
| 3Y | +50.6% | +176.8% | -126.2% | +28.7% |
| 5Y | +41.8% | +29.3% | +12.5% | +26.0% |
| All | +491.2% | +1,080.6% | -589.4% | +318.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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