+1,221.3%
ADBE vs VALE
+2,320.2%
-1,098.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.0% |
| 7D | -10.1% | +2.9% | -13.0% | -10.8% |
| 30D | -3.0% | +8.8% | -11.8% | -5.2% |
| 3M | +5.0% | +6.8% | -1.8% | +2.6% |
| 6M | -9.3% | +6.9% | -16.2% | -11.8% |
| YTD | -26.5% | +22.8% | -49.3% | -31.6% |
| 1Y | -28.3% | +61.3% | -89.5% | -38.1% |
| 3Y | -54.1% | +53.3% | -107.4% | -60.6% |
| 5Y | -61.2% | +44.9% | -106.1% | -67.7% |
| 10Y | +152.5% | +486.8% | -334.3% | +29.1% |
| All | +1,221.3% | +2,320.2% | -1,098.9% | +311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling