+337.5%
AMD vs VALE
+34.7%
+302.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +2.6% | +1.6% | +1.0% | +1.8% |
| 30D | -0.9% | +5.1% | -6.1% | -3.2% |
| 3M | -8.7% | -0.4% | -8.3% | -8.5% |
| 6M | +136.3% | -2.2% | +138.5% | +138.4% |
| YTD | +123.0% | +20.5% | +102.5% | +108.5% |
| 1Y | +195.2% | +61.2% | +134.0% | +149.2% |
| 3Y | +336.3% | +43.1% | +293.2% | +273.2% |
| All | +337.5% | +34.7% | +302.9% | +294.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling