+43.3%
AMAT vs VALE
+1.6%
+41.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.5% |
| 7D | -14.7% | +1.8% | -16.5% | -15.6% |
| 30D | -36.1% | -14.8% | -21.3% | -29.7% |
| 3M | -36.9% | -19.0% | -17.8% | -28.7% |
| 6M | -22.2% | -27.7% | +5.5% | -6.2% |
| YTD | +29.9% | -8.5% | +38.4% | +39.5% |
| 1Y | +43.3% | +2.6% | +40.6% | +43.1% |
| All | +43.3% | +1.6% | +41.6% | +43.1% |
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