-22.2%
AMAT vs VALE
-27.4%
+5.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -27.6% |
| 3M | -36.9% | -19.0% | -17.8% | -26.3% |
| 6M | -22.2% | -27.7% | +5.5% | +2.0% |
| All | -22.2% | -27.4% | +5.2% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling