+133.5%
ADI vs VALE
+41.6%
+91.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +2.6% | -1.8% | +4.5% | +3.2% |
| 30D | -4.6% | +6.7% | -11.3% | -6.5% |
| 3M | -9.5% | +4.9% | -14.4% | -10.8% |
| 6M | +14.8% | +3.6% | +11.3% | +13.3% |
| YTD | +35.8% | +21.9% | +13.9% | +28.0% |
| 1Y | +48.9% | +61.6% | -12.6% | +30.2% |
| 3Y | +115.6% | +52.1% | +63.4% | +87.6% |
| All | +133.5% | +41.6% | +91.9% | +117.8% |
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