+279.0%
ADP vs VALE
+493.0%
-214.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -5.7% | -1.8% | -3.8% | -5.4% |
| 30D | -3.1% | +6.7% | -9.7% | -4.2% |
| 3M | +15.6% | +4.9% | +10.7% | +14.3% |
| 6M | +20.8% | +3.6% | +17.2% | +19.2% |
| YTD | +4.7% | +21.9% | -17.1% | -0.3% |
| 1Y | -8.3% | +61.6% | -69.8% | -17.3% |
| 3Y | +13.6% | +52.1% | -38.6% | +1.9% |
| 5Y | +45.0% | +43.2% | +1.9% | +27.5% |
| 10Y | +279.0% | +521.5% | -242.5% | +148.8% |
| All | +279.0% | +493.0% | -214.0% | +148.8% |
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