+3.7%
VALE vs AMDL
+108.7%
-105.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +4.0% |
| 7D | -0.3% | -30.7% | +30.4% | +1.9% |
| 30D | -19.2% | -43.8% | +24.5% | -16.3% |
| 3M | -20.7% | -24.5% | +3.8% | -20.3% |
| 6M | -25.8% | +44.7% | -70.5% | -31.0% |
| YTD | -9.8% | +204.0% | -213.8% | -23.2% |
| 1Y | +3.7% | +109.1% | -105.4% | -9.2% |
| All | +3.7% | +108.7% | -105.0% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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