+2,275.1%
VALE vs AME
+4,835.5%
-2,560.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.1% |
| 30D | +5.1% | -6.7% | +11.8% | +10.9% |
| 3M | -0.4% | +4.1% | -4.5% | -4.2% |
| 6M | -2.2% | +1.6% | -3.8% | -4.3% |
| YTD | +20.5% | +16.1% | +4.4% | +5.7% |
| 1Y | +61.2% | +27.3% | +33.8% | +30.1% |
| 3Y | +43.1% | +50.9% | -7.7% | -3.9% |
| 5Y | +34.0% | +81.4% | -47.4% | -25.9% |
| 10Y | +469.7% | +417.0% | +52.7% | +24.8% |
| All | +2,275.1% | +4,835.5% | -2,560.4% | +53.9% |
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