+1.9%
AMKR vs VALE
+3.0%
-1.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.3% | -8.5% |
| 7D | -15.5% | -0.3% | -15.2% | -15.6% |
| 30D | -34.7% | -19.2% | -15.5% | -21.7% |
| 3M | -36.1% | -20.7% | -15.3% | -22.4% |
| 6M | -49.6% | -25.8% | -23.8% | -34.7% |
| YTD | -9.2% | -9.8% | +0.5% | -6.7% |
| 1Y | +1.9% | +3.7% | -1.8% | -21.9% |
| All | +1.9% | +3.0% | -1.1% | -21.9% |
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