+102.5%
VALE vs AMCR
+97.2%
+5.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | +0.2% |
| 7D | -1.8% | -6.3% | +4.4% | +0.5% |
| 30D | +6.7% | -7.1% | +13.8% | +9.4% |
| 3M | +4.9% | +12.7% | -7.8% | 0.0% |
| 6M | +3.6% | +5.2% | -1.6% | +1.0% |
| YTD | +21.9% | +8.1% | +13.8% | +17.5% |
| 1Y | +61.6% | +11.7% | +49.8% | +53.5% |
| 3Y | +52.1% | +9.9% | +42.2% | +43.9% |
| 5Y | +43.2% | -8.7% | +51.8% | +43.4% |
| 10Y | +521.5% | +16.8% | +504.7% | +453.1% |
| All | +102.5% | +97.2% | +5.3% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling