+958.4%
ADP vs VALE
+2,275.1%
-1,316.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.4% | +1.6% | -5.0% | -3.7% |
| 30D | +2.8% | +5.1% | -2.3% | +1.8% |
| 3M | +20.9% | -0.4% | +21.3% | +20.6% |
| 6M | +29.9% | -2.2% | +32.1% | +29.3% |
| YTD | +9.6% | +20.5% | -10.9% | +4.6% |
| 1Y | -5.3% | +61.2% | -66.4% | -14.5% |
| 3Y | +16.5% | +43.1% | -26.7% | +5.9% |
| 5Y | +49.4% | +34.0% | +15.4% | +33.3% |
| 10Y | +282.2% | +469.7% | -187.5% | +142.5% |
| All | +958.4% | +2,275.1% | -1,316.7% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling