+3.7%
VALE vs AMRZ
-11.5%
+15.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +2.8% |
| 7D | -0.3% | +10.3% | -10.6% | -2.7% |
| 30D | -19.2% | +18.7% | -37.9% | -22.6% |
| 3M | -20.7% | -14.6% | -6.1% | -17.5% |
| 6M | -25.8% | -12.9% | -12.9% | -23.5% |
| YTD | -9.8% | -17.4% | +7.6% | -5.1% |
| 1Y | +3.7% | -12.3% | +16.0% | +8.4% |
| All | +3.7% | -11.5% | +15.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling