+88.4%
VALE vs AMRZ
-19.2%
+107.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.3% |
| 7D | -1.8% | -4.7% | +2.8% | -1.0% |
| 30D | +6.7% | -11.3% | +17.9% | +9.2% |
| 3M | +4.9% | -22.1% | +26.9% | +10.4% |
| 6M | +3.6% | -29.6% | +33.2% | +10.7% |
| YTD | +21.9% | -23.3% | +45.2% | +29.1% |
| 1Y | +61.6% | -23.7% | +85.3% | +70.5% |
| All | +88.4% | -19.2% | +107.7% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling