+394.8%
AMD vs VALE
+47.4%
+347.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.5% |
| 7D | +14.0% | -1.8% | +15.9% | +15.3% |
| 30D | +11.0% | +6.7% | +4.3% | +6.4% |
| 3M | +9.6% | +4.9% | +4.7% | +6.4% |
| 6M | +157.1% | +3.6% | +153.5% | +151.5% |
| YTD | +143.3% | +21.9% | +121.4% | +116.9% |
| 1Y | +234.4% | +61.6% | +172.9% | +155.2% |
| All | +394.8% | +47.4% | +347.4% | +264.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling