+91.1%
AMKR vs VALE
+40.3%
+50.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.8% | +4.6% |
| 7D | +8.3% | -0.3% | +8.6% | +8.5% |
| 30D | -6.8% | +8.6% | -15.4% | -10.2% |
| 3M | -31.9% | +2.0% | -33.9% | -32.4% |
| 6M | +18.4% | +2.1% | +16.2% | +17.9% |
| YTD | +31.7% | +20.2% | +11.5% | +23.6% |
| 1Y | +105.2% | +55.2% | +50.1% | +76.2% |
| 3Y | +147.7% | +45.9% | +101.9% | +112.6% |
| All | +91.1% | +40.3% | +50.8% | +84.9% |
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 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