+7.7%
AMT vs VALE
-1.6%
+9.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | -2.2% | -1.5% | -0.7% | -2.1% |
| 30D | +5.8% | -15.6% | +21.4% | +6.5% |
| 3M | +12.6% | -19.5% | +32.1% | +13.3% |
| 6M | +8.3% | -31.9% | +40.2% | +10.2% |
| YTD | +11.4% | -11.0% | +22.4% | +9.5% |
| 1Y | +7.7% | -2.1% | +9.8% | +4.4% |
| All | +7.7% | -1.6% | +9.4% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling