+2,275.1%
VALE vs ARWR
+453.5%
+1,821.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.6% | +1.7% | -0.1% | +1.6% |
| 30D | +5.1% | -0.7% | +5.8% | +5.1% |
| 3M | -0.4% | +14.9% | -15.3% | -0.6% |
| 6M | -2.2% | +32.6% | -34.8% | -2.7% |
| YTD | +20.5% | +30.0% | -9.5% | +20.0% |
| 1Y | +61.2% | +208.4% | -147.2% | +58.4% |
| 3Y | +43.1% | +208.8% | -165.7% | +40.0% |
| 5Y | +34.0% | +27.8% | +6.1% | +31.9% |
| 10Y | +469.7% | +1,107.6% | -637.9% | +439.6% |
| All | +2,275.1% | +453.5% | +1,821.6% | +2,181.1% |
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