+65.7%
AMGN vs VALE
+3.0%
+62.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.2% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | +18.7% | -19.2% | +38.0% | +21.8% |
| 3M | +23.4% | -20.7% | +44.1% | +26.7% |
| 6M | +49.7% | -25.8% | +75.5% | +54.9% |
| YTD | +49.2% | -9.8% | +59.0% | +35.2% |
| 1Y | +65.7% | +3.7% | +62.1% | +33.7% |
| All | +65.7% | +3.0% | +62.8% | +33.7% |
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 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