+3.7%
VALE vs AME
+21.1%
-17.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.7% | +6.2% |
| 7D | -0.3% | -4.4% | +4.1% | +1.3% |
| 30D | -19.2% | -5.9% | -13.3% | -17.1% |
| 3M | -20.7% | -6.5% | -14.2% | -18.3% |
| 6M | -25.8% | +3.2% | -29.0% | -28.7% |
| YTD | -9.8% | +16.0% | -25.8% | -19.8% |
| 1Y | +3.7% | +20.4% | -16.8% | -9.8% |
| All | +3.7% | +21.1% | -17.4% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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