+47.3%
ADP vs VALE
+48.9%
-1.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.6% |
| 7D | +1.1% | +5.6% | -4.5% | +0.8% |
| 30D | +11.5% | -12.1% | +23.6% | +12.1% |
| 3M | +12.0% | -16.3% | +28.3% | +12.8% |
| 6M | +43.8% | -26.0% | +69.8% | +45.8% |
| YTD | +20.1% | -5.5% | +25.6% | +18.4% |
| 1Y | +22.3% | +6.7% | +15.6% | +19.1% |
| 3Y | +43.3% | +10.2% | +33.1% | +37.6% |
| 5Y | +47.3% | +49.7% | -2.4% | +38.8% |
| All | +47.3% | +48.9% | -1.5% | +38.8% |
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 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