+3,455.6%
AMD vs VALE
+1,701.1%
+1,754.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.1% | +14.8% | +14.8% |
| 7D | +6.5% | +5.5% | +1.0% | +4.2% |
| 30D | -15.3% | -15.0% | -0.3% | -9.8% |
| 3M | +9.7% | -20.0% | +29.7% | +19.3% |
| 6M | +13.2% | -28.4% | +41.6% | +29.0% |
| YTD | +140.6% | -8.6% | +149.2% | +148.6% |
| 1Y | +111.2% | +2.0% | +109.2% | +108.6% |
| 3Y | +334.4% | +4.1% | +330.4% | +321.1% |
| 5Y | +268.3% | +46.4% | +221.9% | +194.3% |
| 10Y | +8,077.9% | +202.4% | +7,875.5% | +4,287.8% |
| All | +3,455.6% | +1,701.1% | +1,754.5% | +542.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling