+234.0%
AMD vs VALE
+61.4%
+172.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +4.5% |
| 7D | +10.0% | +2.9% | +7.1% | +7.7% |
| 30D | +4.6% | +8.8% | -4.2% | -2.1% |
| 3M | +3.1% | +6.8% | -3.6% | -1.7% |
| 6M | +162.8% | +6.9% | +155.9% | +149.3% |
| YTD | +136.2% | +22.8% | +113.3% | +98.3% |
| 1Y | +234.0% | +61.3% | +172.8% | +68.5% |
| All | +234.0% | +61.4% | +172.6% | +68.5% |
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