+1,148.5%
ADBE vs VALE
+1,645.1%
-496.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.6% | -3.2% | +4.8% | +2.4% |
| 30D | +1.0% | -15.1% | +16.1% | +5.0% |
| 3M | -10.1% | -18.7% | +8.6% | -5.8% |
| 6M | +3.0% | -31.5% | +34.4% | +12.1% |
| YTD | -30.5% | -11.4% | -19.1% | -30.1% |
| 1Y | -27.1% | -1.9% | -25.3% | -28.7% |
| 3Y | -58.8% | +1.7% | -60.5% | -60.8% |
| 5Y | -63.0% | +35.4% | -98.5% | -68.8% |
| 10Y | +134.5% | +204.8% | -70.4% | +42.8% |
| All | +1,148.5% | +1,645.1% | -496.7% | +321.0% |
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 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