+1.6%
VALE vs ARWR
+25.1%
-23.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.3% | -19.9% | +21.2% | +3.8% |
| 30D | -14.3% | -18.7% | +4.4% | -12.5% |
| 3M | -16.8% | -44.7% | +27.9% | -10.6% |
| 6M | -30.2% | -36.5% | +6.3% | -26.8% |
| YTD | -8.6% | -25.7% | +17.1% | -7.4% |
| 1Y | +1.6% | +18.9% | -17.3% | -3.4% |
| All | +1.6% | +25.1% | -23.5% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling