+1,761.8%
VALE vs ARWR
+215.6%
+1,546.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -15.3% | +18.6% | +3.5% |
| 7D | +5.6% | -17.3% | +22.9% | +5.8% |
| 30D | -12.1% | -21.5% | +9.4% | -11.8% |
| 3M | -16.3% | -43.8% | +27.5% | -15.7% |
| 6M | -26.0% | -32.3% | +6.3% | -25.6% |
| YTD | -5.5% | -25.8% | +20.3% | -5.3% |
| 1Y | +6.7% | +25.5% | -18.8% | +6.2% |
| 3Y | +10.2% | +84.1% | -74.0% | +8.5% |
| 5Y | +49.7% | -39.2% | +89.0% | +48.8% |
| 10Y | +222.3% | +1,072.4% | -850.1% | +206.3% |
| All | +1,761.8% | +215.6% | +1,546.2% | +1,701.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling