+38.9%
VALE vs AMIX
-99.9%
+138.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | -0.3% |
| 7D | +1.6% | -13.7% | +15.3% | +1.7% |
| 30D | +5.1% | -62.1% | +67.2% | +5.5% |
| 3M | -0.4% | -46.2% | +45.8% | -1.2% |
| 6M | -2.2% | -46.4% | +44.2% | -3.1% |
| YTD | +20.5% | -60.3% | +80.8% | +19.6% |
| 1Y | +61.2% | -79.7% | +140.8% | +60.3% |
| All | +38.9% | -99.9% | +138.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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