+35,056.2%
AMZN vs VALE
+1,645.1%
+33,411.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +2.8% | -3.2% | +6.0% | +3.7% |
| 30D | +5.0% | -15.1% | +20.0% | +9.4% |
| 3M | +0.6% | -18.7% | +19.3% | +5.8% |
| 6M | -1.3% | -31.5% | +30.2% | +8.3% |
| YTD | +15.5% | -11.4% | +27.0% | +17.7% |
| 1Y | +12.2% | -1.9% | +14.1% | +11.2% |
| 3Y | +87.0% | +1.7% | +85.3% | +80.9% |
| 5Y | +51.3% | +35.4% | +15.9% | +31.1% |
| 10Y | +621.7% | +204.8% | +416.8% | +348.2% |
| All | +35,056.2% | +1,645.1% | +33,411.1% | +11,259.4% |
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 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