+33,981.7%
AMZN vs VALE
+2,275.1%
+31,706.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.0% | +1.6% | -4.6% | -3.4% |
| 30D | -5.2% | +5.1% | -10.3% | -6.5% |
| 3M | +1.9% | -0.4% | +2.3% | +1.6% |
| 6M | +19.2% | -2.2% | +21.4% | +19.1% |
| YTD | +12.0% | +20.5% | -8.5% | +5.6% |
| 1Y | +9.7% | +61.2% | -51.5% | -4.3% |
| 3Y | +87.2% | +43.1% | +44.0% | +65.8% |
| 5Y | +48.7% | +34.0% | +14.7% | +29.0% |
| 10Y | +569.3% | +469.7% | +99.7% | +249.7% |
| All | +33,981.7% | +2,275.1% | +31,706.7% | +10,083.2% |
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