+153.2%
AMAT vs VALE
+36.6%
+116.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.6% |
| 7D | +19.3% | -1.5% | +20.8% | +20.1% |
| 30D | -17.9% | -15.6% | -2.3% | -12.6% |
| 3M | -30.4% | -19.5% | -10.9% | -24.7% |
| 6M | -11.4% | -31.9% | +20.4% | +2.0% |
| YTD | +48.8% | -11.0% | +59.7% | +56.1% |
| 1Y | +66.0% | -2.1% | +68.1% | +68.7% |
| 3Y | +158.8% | +1.4% | +157.4% | +153.3% |
| 5Y | +153.2% | +36.2% | +117.0% | +157.1% |
| All | +153.2% | +36.6% | +116.6% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling