+49.7%
VALE vs ARWR
-40.7%
+90.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -15.3% | +18.6% | +4.8% |
| 7D | +5.6% | -17.3% | +22.9% | +7.4% |
| 30D | -12.1% | -21.5% | +9.4% | -10.2% |
| 3M | -16.3% | -43.8% | +27.5% | -11.6% |
| 6M | -26.0% | -32.3% | +6.3% | -23.6% |
| YTD | -5.5% | -25.8% | +20.3% | -3.8% |
| 1Y | +6.7% | +25.5% | -18.8% | +2.7% |
| 3Y | +10.2% | +84.1% | -74.0% | -2.7% |
| 5Y | +49.7% | -39.2% | +89.0% | +38.5% |
| All | +49.7% | -40.7% | +90.4% | +38.5% |
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