+110.6%
VALE vs AMBA
+837.3%
-726.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.6% | -11.0% | +12.6% | +3.7% |
| 30D | +5.1% | -23.2% | +28.3% | +9.9% |
| 3M | -0.4% | -12.7% | +12.3% | -0.1% |
| 6M | -2.2% | +11.2% | -13.4% | -7.0% |
| YTD | +20.5% | -11.2% | +31.8% | +18.6% |
| 1Y | +61.2% | -22.5% | +83.7% | +60.4% |
| 3Y | +43.1% | -1.3% | +44.5% | +29.6% |
| 5Y | +34.0% | -54.2% | +88.1% | +27.2% |
| 10Y | +469.7% | -6.1% | +475.8% | +318.5% |
| All | +110.6% | +837.3% | -726.7% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling