+45.8%
ADP vs VALE
+41.9%
+3.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.6% |
| 7D | -5.5% | +2.9% | -8.4% | -5.6% |
| 30D | -1.2% | +8.8% | -10.0% | -1.7% |
| 3M | +17.9% | +6.8% | +11.1% | +17.4% |
| 6M | +20.3% | +6.9% | +13.4% | +19.5% |
| YTD | +5.8% | +22.8% | -17.0% | +3.3% |
| 1Y | -7.7% | +61.3% | -69.0% | -12.4% |
| 3Y | +14.7% | +53.3% | -38.6% | +8.4% |
| 5Y | +45.8% | +44.9% | +0.9% | +44.1% |
| All | +45.8% | +41.9% | +3.9% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling