+113.1%
ADI vs VALE
+45.8%
+67.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -6.0% | +9.7% | -15.7% | -9.9% |
| 3M | -7.7% | +5.3% | -13.0% | -10.0% |
| 6M | +14.0% | +0.5% | +13.4% | +12.8% |
| YTD | +34.4% | +20.6% | +13.8% | +21.9% |
| 1Y | +48.0% | +57.6% | -9.6% | +18.7% |
| All | +113.1% | +45.8% | +67.2% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling