+1,591.4%
AMAT vs VALE
+475.8%
+1,115.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | +1.6% | -3.1% | -2.2% |
| 30D | -14.8% | +5.1% | -19.9% | -16.6% |
| 3M | -9.3% | -0.4% | -8.9% | -9.0% |
| 6M | +27.4% | -2.2% | +29.6% | +28.6% |
| YTD | +77.6% | +20.5% | +57.0% | +64.8% |
| 1Y | +188.9% | +61.2% | +127.8% | +139.9% |
| 3Y | +202.3% | +43.1% | +159.2% | +158.6% |
| 5Y | +248.9% | +34.0% | +214.9% | +189.8% |
| All | +1,591.4% | +475.8% | +1,115.6% | +756.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling