+4,391.3%
AMT vs VALE
+2,275.1%
+2,116.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.2% | +1.6% | -1.8% | -0.7% |
| 30D | +4.6% | +5.1% | -0.5% | +3.2% |
| 3M | -8.4% | -0.4% | -8.0% | -8.7% |
| 6M | -6.0% | -2.2% | -3.8% | -6.3% |
| YTD | +2.1% | +20.5% | -18.4% | -3.6% |
| 1Y | -6.4% | +61.2% | -67.6% | -17.8% |
| 3Y | +8.1% | +43.1% | -35.1% | -4.1% |
| 5Y | -31.9% | +34.0% | -65.9% | -41.0% |
| 10Y | +97.1% | +469.7% | -372.6% | +1.4% |
| All | +4,391.3% | +2,275.1% | +2,116.2% | +369.1% |
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 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