+61.4%
AMAT vs VALE
+3.0%
+58.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -5.5% |
| 7D | -11.2% | -0.3% | -10.9% | -11.2% |
| 30D | -31.9% | -19.2% | -12.7% | -22.5% |
| 3M | -32.3% | -20.7% | -11.6% | -22.5% |
| 6M | -5.4% | -25.8% | +20.4% | +13.0% |
| YTD | +44.3% | -9.8% | +54.0% | +53.4% |
| 1Y | +61.4% | +3.7% | +57.7% | +44.7% |
| All | +61.4% | +3.0% | +58.4% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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