+565.7%
AMZN vs VALE
+526.3%
+39.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -3.9% | +8.6% | -12.6% | -5.7% |
| 3M | +6.3% | +2.0% | +4.3% | +5.6% |
| 6M | +20.8% | +2.1% | +18.6% | +19.6% |
| YTD | +11.2% | +20.2% | -9.0% | +6.0% |
| 1Y | +11.7% | +55.2% | -43.5% | +0.6% |
| 3Y | +79.4% | +45.9% | +33.5% | +61.7% |
| 5Y | +48.0% | +41.4% | +6.7% | +30.9% |
| All | +565.7% | +526.3% | +39.3% | +342.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling