+10.1%
AMT vs VALE
-2.8%
+12.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +1.5% | -3.2% | +4.7% | +1.7% |
| 30D | +6.8% | -15.1% | +21.9% | +7.5% |
| 3M | +11.2% | -18.7% | +29.9% | +11.9% |
| 6M | +12.5% | -31.5% | +43.9% | +14.3% |
| YTD | +12.5% | -11.4% | +23.9% | +10.9% |
| 1Y | +10.1% | -1.9% | +12.0% | +7.1% |
| All | +10.1% | -2.8% | +12.9% | +7.1% |
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