+163.2%
AMKR vs VALE
+2,301.5%
-2,138.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | +8.9% | -1.8% | +10.7% | +9.7% |
| 30D | -2.7% | +6.7% | -9.3% | -5.5% |
| 3M | -27.5% | +4.9% | -32.3% | -28.7% |
| 6M | +19.4% | +3.6% | +15.8% | +18.2% |
| YTD | +30.7% | +21.9% | +8.8% | +20.9% |
| 1Y | +107.9% | +61.6% | +46.4% | +71.6% |
| 3Y | +136.1% | +52.1% | +84.0% | +97.7% |
| 5Y | +96.6% | +43.2% | +53.4% | +58.1% |
| 10Y | +535.0% | +521.5% | +13.5% | +149.5% |
| All | +163.2% | +2,301.5% | -2,138.3% | -61.3% |
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 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