+1,217.8%
ADI vs VALE
+2,275.1%
-1,057.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +0.4% | +1.6% | -1.2% | 0.0% |
| 30D | -3.8% | +5.1% | -8.9% | -5.2% |
| 3M | -15.3% | -0.4% | -14.8% | -15.2% |
| 6M | +6.7% | -2.2% | +8.9% | +7.0% |
| YTD | +34.8% | +20.5% | +14.2% | +27.4% |
| 1Y | +49.0% | +61.2% | -12.1% | +29.9% |
| 3Y | +108.1% | +43.1% | +64.9% | +85.5% |
| 5Y | +142.4% | +34.0% | +108.5% | +111.0% |
| 10Y | +589.9% | +469.7% | +120.2% | +274.5% |
| All | +1,217.8% | +2,275.1% | -1,057.3% | +175.3% |
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