+54.5%
ADI vs VALE
+57.8%
-3.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +4.6% | -0.3% | +4.8% | +4.7% |
| 30D | -1.2% | +8.6% | -9.8% | -4.8% |
| 3M | -7.8% | +2.0% | -9.8% | -8.8% |
| 6M | +19.3% | +2.1% | +17.2% | +17.0% |
| YTD | +40.9% | +20.2% | +20.7% | +25.9% |
| 1Y | +54.5% | +55.2% | -0.7% | +18.2% |
| All | +54.5% | +57.8% | -3.3% | +18.2% |
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