+846.5%
AMGN vs VALE
+2,320.2%
-1,473.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.9% | -12.0% | -10.4% |
| 7D | -10.3% | +2.9% | -13.2% | -10.7% |
| 30D | -3.8% | +8.8% | -12.6% | -5.1% |
| 3M | +14.4% | +6.8% | +7.6% | +13.0% |
| 6M | +7.8% | +6.9% | +0.9% | +6.3% |
| YTD | +22.6% | +22.8% | -0.2% | +17.9% |
| 1Y | +44.2% | +61.3% | -17.0% | +32.8% |
| 3Y | +65.8% | +53.3% | +12.5% | +52.2% |
| 5Y | +108.0% | +44.9% | +63.1% | +87.1% |
| 10Y | +209.9% | +486.8% | -276.9% | +105.6% |
| All | +846.5% | +2,320.2% | -1,473.7% | +318.7% |
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