+402.1%
VALE vs AMP
+2,108.3%
-1,706.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +2.9% | +2.6% | +0.3% | +1.4% |
| 30D | +8.8% | +0.8% | +7.9% | +8.1% |
| 3M | +6.8% | +24.3% | -17.5% | -6.3% |
| 6M | +6.9% | +20.6% | -13.6% | -4.9% |
| YTD | +22.8% | +14.6% | +8.2% | +11.5% |
| 1Y | +61.3% | +14.5% | +46.7% | +45.7% |
| 3Y | +53.3% | +67.9% | -14.6% | +6.7% |
| 5Y | +44.9% | +122.5% | -77.7% | -18.6% |
| 10Y | +486.8% | +573.3% | -86.5% | +51.4% |
| All | +402.1% | +2,108.3% | -1,706.2% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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