+85.9%
VALE vs AMRZ
-20.1%
+106.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.3% | -7.5% | +7.3% | +1.3% |
| 30D | +8.6% | -12.4% | +21.0% | +11.6% |
| 3M | +2.0% | -22.4% | +24.4% | +7.5% |
| 6M | +2.1% | -29.5% | +31.6% | +9.2% |
| YTD | +20.2% | -24.1% | +44.4% | +27.6% |
| 1Y | +55.2% | -26.3% | +81.4% | +64.4% |
| All | +85.9% | -20.1% | +106.0% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling