+319.9%
ADP vs VALE
+204.8%
+115.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.2% | -3.2% | +5.4% | +2.7% |
| 30D | +10.6% | -15.1% | +25.6% | +13.4% |
| 3M | +12.9% | -18.7% | +31.6% | +16.4% |
| 6M | +50.6% | -31.5% | +82.1% | +59.3% |
| YTD | +23.2% | -11.4% | +34.6% | +23.2% |
| 1Y | +25.3% | -1.9% | +27.1% | +22.7% |
| 3Y | +47.1% | +1.7% | +45.4% | +41.2% |
| 5Y | +50.1% | +35.4% | +14.6% | +30.4% |
| All | +319.9% | +204.8% | +115.1% | +204.8% |
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 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