+86.5%
VALE vs AMRZ
-20.3%
+106.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -0.2% | -8.1% | +7.9% | +1.5% |
| 30D | +9.7% | -14.8% | +24.6% | +13.4% |
| 3M | +5.3% | -19.7% | +25.0% | +10.0% |
| 6M | +0.5% | -30.8% | +31.4% | +7.8% |
| YTD | +20.6% | -24.3% | +44.9% | +28.1% |
| 1Y | +57.6% | -24.0% | +81.6% | +66.7% |
| All | +86.5% | -20.3% | +106.8% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling