+56.5%
VALE vs AMDL
+117.8%
-61.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.7% | -9.8% | +1.0% |
| 7D | +2.9% | +19.9% | -17.0% | +1.3% |
| 30D | +8.8% | +6.3% | +2.5% | +7.9% |
| 3M | +6.8% | -9.9% | +16.7% | +5.5% |
| 6M | +6.9% | +394.3% | -387.4% | -10.5% |
| YTD | +22.8% | +257.3% | -234.5% | +4.3% |
| 1Y | +61.3% | +508.5% | -447.3% | +27.9% |
| All | +56.5% | +117.8% | -61.3% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling