+43.2%
VALE vs AME
+83.9%
-40.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.5% |
| 7D | -1.8% | +1.3% | -3.2% | -2.4% |
| 30D | +6.7% | -6.6% | +13.2% | +9.7% |
| 3M | +4.9% | +3.0% | +1.9% | +3.2% |
| 6M | +3.6% | +5.3% | -1.7% | +0.9% |
| YTD | +21.9% | +15.4% | +6.4% | +14.4% |
| 1Y | +61.6% | +26.8% | +34.7% | +45.6% |
| 3Y | +52.1% | +56.5% | -4.4% | +22.3% |
| 5Y | +43.2% | +85.2% | -42.1% | +4.3% |
| All | +43.2% | +83.9% | -40.7% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling