-10.2%
ADSK vs VALE
+3.0%
-13.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.1% | +2.9% | +7.4% |
| 7D | +11.4% | -0.3% | +11.8% | +11.2% |
| 30D | +21.9% | -19.2% | +41.1% | +18.4% |
| 3M | +13.9% | -20.7% | +34.6% | +10.2% |
| 6M | +9.1% | -25.8% | +34.9% | +5.4% |
| YTD | -8.8% | -9.8% | +1.0% | -14.1% |
| 1Y | -10.2% | +3.7% | -13.9% | -20.5% |
| All | -10.2% | +3.0% | -13.2% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling