+36.9%
VALE vs AMRZ
-19.2%
+56.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -3.2% | -2.1% | -1.1% | -2.7% |
| 30D | -15.1% | +13.0% | -28.0% | -17.3% |
| 3M | -18.7% | -12.1% | -6.6% | -16.5% |
| 6M | -31.5% | -19.1% | -12.3% | -28.5% |
| YTD | -11.4% | -23.3% | +11.8% | -6.2% |
| 1Y | -1.9% | -16.6% | +14.7% | +3.0% |
| All | +36.9% | -19.2% | +56.1% | +42.8% |
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