-62.2%
ADBE vs VALE
+40.1%
-102.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.3% |
| 7D | -12.9% | -0.2% | -12.7% | -12.9% |
| 30D | -5.6% | +9.7% | -15.4% | -6.6% |
| 3M | +6.6% | +5.3% | +1.4% | +5.9% |
| 6M | -9.6% | +0.5% | -10.1% | -9.9% |
| YTD | -28.9% | +20.6% | -49.5% | -31.4% |
| 1Y | -28.9% | +57.6% | -86.5% | -34.2% |
| 3Y | -55.6% | +50.6% | -106.1% | -59.2% |
| 5Y | -62.2% | +41.8% | -104.1% | -64.0% |
| All | -62.2% | +40.1% | -102.4% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling