+137.2%
AMKR vs VALE
+45.8%
+91.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.8% |
| 7D | +5.5% | -0.2% | +5.7% | +5.7% |
| 30D | -8.6% | +9.7% | -18.4% | -14.6% |
| 3M | -28.7% | +5.3% | -34.0% | -31.0% |
| 6M | +13.3% | +0.5% | +12.7% | +13.2% |
| YTD | +26.1% | +20.6% | +5.5% | +11.7% |
| 1Y | +101.2% | +57.6% | +43.6% | +51.8% |
| All | +137.2% | +45.8% | +91.4% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling