+5.7%
AMGN vs VALE
+8.6%
-2.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.9% | -12.0% | -10.3% |
| 7D | -10.3% | +2.9% | -13.2% | -10.6% |
| 30D | -3.8% | +8.8% | -12.6% | -4.9% |
| 3M | +14.4% | +6.8% | +7.6% | +13.4% |
| All | +5.7% | +8.6% | -2.9% | +3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling