-25.9%
ADBE vs VALE
+3.0%
-28.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +1.7% |
| 7D | -0.5% | -0.3% | -0.2% | -0.6% |
| 30D | +4.1% | -19.2% | +23.3% | 0.0% |
| 3M | -3.5% | -20.7% | +17.2% | -7.6% |
| 6M | -2.2% | -25.8% | +23.6% | -6.6% |
| YTD | -29.0% | -9.8% | -19.2% | -31.9% |
| 1Y | -25.9% | +3.7% | -29.6% | -34.5% |
| All | -25.9% | +3.0% | -28.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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