+204.8%
VALE vs ARWR
+1,024.2%
-819.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.7% |
| 7D | -3.2% | -17.8% | +14.7% | -1.4% |
| 30D | -15.1% | -18.1% | +3.1% | -13.5% |
| 3M | -18.7% | -44.2% | +25.5% | -14.1% |
| 6M | -31.5% | -38.6% | +7.2% | -28.5% |
| YTD | -11.4% | -28.0% | +16.6% | -9.5% |
| 1Y | -1.9% | +16.1% | -18.0% | -4.9% |
| 3Y | +1.7% | +84.0% | -82.3% | -10.1% |
| 5Y | +35.4% | -35.4% | +70.8% | +28.4% |
| All | +204.8% | +1,024.2% | -819.4% | +121.7% |
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