+43.6%
VALE vs AMBA
-70.4%
+114.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -4.9% | +0.5% |
| 7D | +1.8% | -7.2% | +9.0% | +2.6% |
| 30D | -14.8% | -10.4% | -4.5% | -13.9% |
| 3M | -19.0% | -30.1% | +11.1% | -15.8% |
| 6M | -27.7% | -22.4% | -5.3% | -27.0% |
| YTD | -8.5% | -17.3% | +8.8% | -9.0% |
| 1Y | +2.6% | -35.4% | +38.0% | +4.7% |
| 3Y | +4.0% | +18.6% | -14.6% | -5.2% |
| All | +43.6% | -70.4% | +114.0% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling