+13.4%
VALE vs AMDL
+145.7%
-132.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.9% | -14.5% | -3.5% |
| 7D | -1.5% | +103.5% | -105.0% | -7.0% |
| 30D | -15.6% | -18.3% | +2.7% | -15.8% |
| 3M | -19.5% | +20.1% | -39.6% | -22.6% |
| 6M | -31.9% | +15.9% | -47.8% | -35.9% |
| YTD | -11.0% | +303.0% | -314.0% | -26.7% |
| 1Y | -2.1% | +164.0% | -166.1% | -16.9% |
| All | +13.4% | +145.7% | -132.2% | -17.4% |
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