+295.8%
AMD vs VALE
+36.6%
+259.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.6% | +8.5% | +6.9% |
| 7D | +44.7% | -1.5% | +46.2% | +45.7% |
| 30D | -3.3% | -15.6% | +12.3% | +3.2% |
| 3M | +21.2% | -19.5% | +40.7% | +31.6% |
| 6M | +30.6% | -31.9% | +62.4% | +51.6% |
| YTD | +173.3% | -11.0% | +184.3% | +187.9% |
| 1Y | +126.1% | -2.1% | +128.2% | +129.9% |
| 3Y | +393.5% | +1.4% | +392.2% | +380.8% |
| 5Y | +295.8% | +36.2% | +259.6% | +282.9% |
| All | +295.8% | +36.6% | +259.2% | +282.9% |
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