+105.4%
AMT vs VALE
+493.0%
-387.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +1.5% | -1.8% | +3.3% | +1.7% |
| 30D | +3.7% | +6.7% | -2.9% | +2.7% |
| 3M | -7.2% | +4.9% | -12.1% | -8.0% |
| 6M | -4.2% | +3.6% | -7.8% | -5.0% |
| YTD | +1.9% | +21.9% | -20.0% | -1.6% |
| 1Y | -6.4% | +61.6% | -67.9% | -13.4% |
| 3Y | +7.7% | +52.1% | -44.4% | -0.4% |
| 5Y | -30.9% | +43.2% | -74.1% | -36.8% |
| 10Y | +105.4% | +521.5% | -416.1% | +44.0% |
| All | +105.4% | +493.0% | -387.6% | +44.0% |
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