+3.7%
VALE vs AMCR
+32.3%
-28.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.8% | +2.8% |
| 7D | -0.3% | +6.2% | -6.6% | -2.6% |
| 30D | -19.2% | +16.0% | -35.3% | -23.9% |
| 3M | -20.7% | +4.4% | -25.1% | -22.2% |
| 6M | -25.8% | +35.5% | -61.3% | -35.7% |
| YTD | -9.8% | +21.5% | -31.3% | -16.6% |
| 1Y | +3.7% | +30.7% | -27.1% | -6.9% |
| All | +3.7% | +32.3% | -28.6% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling