+88.9%
AMD vs VALE
+1.6%
+87.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.2% | +9.8% | +10.3% |
| 7D | -11.0% | +1.8% | -12.8% | -12.0% |
| 30D | -30.5% | -14.8% | -15.6% | -23.3% |
| 3M | -8.2% | -19.0% | +10.8% | +3.9% |
| 6M | +6.6% | -27.7% | +34.3% | +29.7% |
| YTD | +109.7% | -8.5% | +118.2% | +131.6% |
| 1Y | +88.9% | +2.6% | +86.3% | +93.7% |
| All | +88.9% | +1.6% | +87.3% | +93.7% |
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