+1,645.1%
VALE vs AME
+4,934.0%
-3,288.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.9% |
| 7D | -3.2% | +5.9% | -9.1% | -7.6% |
| 30D | -15.1% | -1.9% | -13.2% | -14.7% |
| 3M | -18.7% | -5.4% | -13.3% | -16.2% |
| 6M | -31.5% | +4.9% | -36.4% | -35.4% |
| YTD | -11.4% | +18.5% | -29.9% | -24.5% |
| 1Y | -1.9% | +25.5% | -27.3% | -20.3% |
| 3Y | +1.7% | +63.0% | -61.3% | -36.7% |
| 5Y | +35.4% | +78.3% | -42.9% | -24.3% |
| 10Y | +204.8% | +447.1% | -242.3% | -37.3% |
| All | +1,645.1% | +4,934.0% | -3,288.8% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling