+37.2%
AMGN vs VALE
+57.8%
-20.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -13.7% | -0.3% | -13.4% | -13.7% |
| 30D | -8.8% | +8.6% | -17.4% | -10.2% |
| 3M | +7.2% | +2.0% | +5.2% | +6.7% |
| 6M | +1.3% | +2.1% | -0.8% | +0.2% |
| YTD | +17.6% | +20.2% | -2.6% | +5.5% |
| 1Y | +37.2% | +55.2% | -18.0% | +12.0% |
| All | +37.2% | +57.8% | -20.7% | +12.0% |
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