+316.1%
ADP vs VALE
+206.6%
+109.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.6% |
| 7D | +3.2% | +5.5% | -2.3% | +2.3% |
| 30D | +12.8% | -15.0% | +27.7% | +15.6% |
| 3M | +12.3% | -20.0% | +32.3% | +16.1% |
| 6M | +45.4% | -28.4% | +73.8% | +52.7% |
| YTD | +21.4% | -8.6% | +30.0% | +20.8% |
| 1Y | +23.7% | +2.0% | +21.8% | +20.5% |
| 3Y | +43.6% | +4.1% | +39.6% | +37.4% |
| 5Y | +48.7% | +46.4% | +2.3% | +27.2% |
| 10Y | +316.1% | +202.4% | +113.7% | +200.5% |
| All | +316.1% | +206.6% | +109.5% | +200.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling