+50.4%
AMZN vs VALE
+35.2%
+15.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +2.8% | -3.2% | +6.0% | +3.6% |
| 30D | +5.0% | -15.1% | +20.0% | +8.8% |
| 3M | +0.6% | -18.7% | +19.3% | +5.1% |
| 6M | -1.3% | -31.5% | +30.2% | +7.0% |
| YTD | +15.5% | -11.4% | +27.0% | +17.3% |
| 1Y | +12.2% | -1.9% | +14.1% | +11.1% |
| 3Y | +87.0% | +1.7% | +85.3% | +80.0% |
| All | +50.4% | +35.2% | +15.2% | +47.4% |
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 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