+78.8%
VALE vs AMC
-97.7%
+176.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.2% |
| 7D | +1.8% | +2.6% | -0.9% | +1.6% |
| 30D | -14.8% | +9.0% | -23.9% | -15.1% |
| 3M | -19.0% | +22.2% | -41.2% | -19.6% |
| 6M | -27.7% | +91.5% | -119.2% | -29.6% |
| YTD | -8.5% | +101.3% | -109.8% | -11.3% |
| 1Y | +2.6% | +20.8% | -18.1% | +1.0% |
| 3Y | +4.0% | -71.3% | +75.4% | +4.8% |
| 5Y | +51.2% | -99.2% | +150.5% | +62.3% |
| 10Y | +263.0% | -98.7% | +361.7% | +292.7% |
| All | +78.8% | -97.7% | +176.5% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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