+109.1%
AMGN vs VALE
+40.1%
+68.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -13.9% | -0.2% | -13.7% | -13.9% |
| 30D | -7.1% | +9.7% | -16.9% | -8.0% |
| 3M | +13.9% | +5.3% | +8.6% | +13.2% |
| 6M | +3.2% | +0.5% | +2.7% | +2.9% |
| YTD | +19.2% | +20.6% | -1.4% | +16.6% |
| 1Y | +41.1% | +57.6% | -16.5% | +34.8% |
| 3Y | +61.3% | +50.6% | +10.7% | +53.2% |
| 5Y | +109.1% | +41.8% | +67.2% | +100.2% |
| All | +109.1% | +40.1% | +68.9% | +100.2% |
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