+38.7%
VALE vs AME
+77.3%
-38.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.3% | +1.1% | +0.2% | +0.7% |
| 30D | -14.3% | -4.1% | -10.3% | -13.2% |
| 3M | -16.8% | -6.3% | -10.5% | -14.9% |
| 6M | -30.2% | +3.5% | -33.8% | -32.0% |
| YTD | -8.6% | +17.3% | -25.9% | -15.6% |
| 1Y | +1.6% | +22.0% | -20.4% | -7.8% |
| 3Y | +4.1% | +62.0% | -57.9% | -19.5% |
| 5Y | +38.7% | +78.5% | -39.8% | -4.3% |
| All | +38.7% | +77.3% | -38.6% | -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