+53.5%
VALE vs AMDL
+95.0%
-41.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -1.0% |
| 7D | +1.6% | +4.5% | -2.9% | +1.2% |
| 30D | +5.1% | -4.4% | +9.5% | +5.2% |
| 3M | -0.4% | -30.5% | +30.1% | +0.3% |
| 6M | -2.2% | +300.9% | -303.1% | -16.7% |
| YTD | +20.5% | +219.9% | -199.4% | +3.3% |
| 1Y | +61.2% | +374.7% | -313.5% | +30.5% |
| All | +53.5% | +95.0% | -41.5% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling