+222.3%
VALE vs AMBA
+12.8%
+209.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.3% | -2.0% | +2.3% |
| 7D | +5.6% | 0.0% | +5.6% | +5.4% |
| 30D | -12.1% | -8.6% | -3.5% | -10.9% |
| 3M | -16.3% | -29.0% | +12.7% | -11.4% |
| 6M | -26.0% | -19.2% | -6.8% | -25.6% |
| YTD | -5.5% | -13.0% | +7.5% | -7.4% |
| 1Y | +6.7% | -31.3% | +38.0% | +8.6% |
| 3Y | +10.2% | +28.1% | -18.0% | -7.5% |
| 5Y | +49.7% | -69.4% | +119.2% | +56.7% |
| 10Y | +222.3% | +7.6% | +214.6% | +96.4% |
| All | +222.3% | +12.8% | +209.4% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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