+202.4%
VALE vs AMBA
+4.3%
+198.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | +5.5% | -2.6% | +8.1% | +5.8% |
| 30D | -15.0% | -10.5% | -4.5% | -13.4% |
| 3M | -20.0% | -26.4% | +6.4% | -15.8% |
| 6M | -28.4% | -20.9% | -7.5% | -27.7% |
| YTD | -8.6% | -14.8% | +6.2% | -10.0% |
| 1Y | +2.0% | -36.1% | +38.0% | +5.4% |
| 3Y | +4.1% | +20.2% | -16.2% | -11.4% |
| 5Y | +46.4% | -67.2% | +113.7% | +50.1% |
| 10Y | +202.4% | +5.0% | +197.5% | +84.9% |
| All | +202.4% | +4.3% | +198.1% | +84.9% |
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