+1,347.7%
ADI vs VALE
+1,645.1%
-297.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.6% |
| 7D | +9.5% | -3.2% | +12.7% | +10.5% |
| 30D | -1.4% | -15.1% | +13.7% | +2.9% |
| 3M | +4.7% | -18.7% | +23.4% | +10.5% |
| 6M | -7.4% | -31.5% | +24.0% | +2.4% |
| YTD | +48.1% | -11.4% | +59.5% | +52.0% |
| 1Y | +69.6% | -1.9% | +71.5% | +69.2% |
| 3Y | +144.4% | +1.7% | +142.7% | +139.1% |
| 5Y | +134.1% | +35.4% | +98.7% | +103.5% |
| 10Y | +632.8% | +204.8% | +427.9% | +372.3% |
| All | +1,347.7% | +1,645.1% | -297.4% | +228.5% |
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