+16.5%
VALE vs AMDL
+47.6%
-31.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +22.3% | -21.1% | -0.4% |
| 7D | +1.8% | -26.2% | +28.0% | +3.1% |
| 30D | -14.8% | -57.1% | +42.2% | -10.5% |
| 3M | -19.0% | -29.8% | +10.8% | -18.7% |
| 6M | -27.7% | -22.2% | -5.5% | -29.9% |
| YTD | -8.5% | +142.1% | -150.6% | -21.5% |
| 1Y | +2.6% | +85.8% | -83.2% | -10.6% |
| All | +16.5% | +47.6% | -31.0% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling