+2,322.0%
AMAT vs VALE
+2,275.1%
+46.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | +1.6% | -3.1% | -2.1% |
| 30D | -14.8% | +5.1% | -19.9% | -16.3% |
| 3M | -9.3% | -0.4% | -8.9% | -9.1% |
| 6M | +27.4% | -2.2% | +29.6% | +28.4% |
| YTD | +77.6% | +20.5% | +57.0% | +67.3% |
| 1Y | +188.9% | +61.2% | +127.8% | +148.7% |
| 3Y | +202.3% | +43.1% | +159.2% | +167.4% |
| 5Y | +248.9% | +34.0% | +214.9% | +201.3% |
| 10Y | +1,585.2% | +469.7% | +1,115.5% | +787.9% |
| All | +2,322.0% | +2,275.1% | +46.9% | +447.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling