+45.2%
AMZN vs VALE
+40.1%
+5.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -7.5% | +9.7% | -17.2% | -9.5% |
| 3M | +5.8% | +5.3% | +0.6% | +4.3% |
| 6M | +17.5% | +0.5% | +17.0% | +16.8% |
| YTD | +9.1% | +20.6% | -11.5% | +3.7% |
| 1Y | +9.4% | +57.6% | -48.2% | -2.2% |
| 3Y | +82.2% | +50.6% | +31.7% | +61.8% |
| 5Y | +45.2% | +41.8% | +3.4% | +41.7% |
| All | +45.2% | +40.1% | +5.1% | +41.7% |
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