-32.3%
AMT vs VALE
+41.9%
-74.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -0.2% | +2.9% | -3.1% | -0.6% |
| 30D | +1.8% | +8.8% | -6.9% | +0.7% |
| 3M | -6.2% | +6.8% | -12.9% | -7.1% |
| 6M | -5.0% | +6.9% | -11.9% | -6.1% |
| YTD | +2.1% | +22.8% | -20.8% | -1.5% |
| 1Y | -5.7% | +61.3% | -67.0% | -12.7% |
| 3Y | +7.9% | +53.3% | -45.4% | -0.2% |
| 5Y | -32.3% | +44.9% | -77.2% | -37.3% |
| All | -32.3% | +41.9% | -74.2% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling