+44.9%
VALE vs ARWR
+29.5%
+15.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | +2.9% | +2.9% | 0.0% | +2.6% |
| 30D | +8.8% | -2.9% | +11.7% | +9.1% |
| 3M | +6.8% | +15.2% | -8.5% | +4.9% |
| 6M | +6.9% | +42.3% | -35.4% | +2.5% |
| YTD | +22.8% | +28.2% | -5.4% | +18.7% |
| 1Y | +61.3% | +213.2% | -152.0% | +42.2% |
| 3Y | +53.3% | +184.6% | -131.3% | +29.8% |
| 5Y | +44.9% | +29.2% | +15.6% | +24.2% |
| All | +44.9% | +29.5% | +15.3% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling