+489.2%
VALE vs AME
+445.1%
+44.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -2.6% |
| 7D | -0.3% | +1.7% | -2.0% | -1.5% |
| 30D | +8.6% | -6.4% | +15.1% | +13.6% |
| 3M | +2.0% | +7.1% | -5.1% | -3.4% |
| 6M | +2.1% | +8.2% | -6.1% | -4.1% |
| YTD | +20.2% | +18.2% | +2.0% | +6.0% |
| 1Y | +55.2% | +26.7% | +28.4% | +29.4% |
| 3Y | +45.9% | +60.7% | -14.8% | -2.0% |
| 5Y | +41.4% | +91.6% | -50.2% | -20.5% |
| All | +489.2% | +445.1% | +44.2% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling