-24.5%
ADSK vs VALE
+40.3%
-64.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.5% | -0.3% | -2.3% | -2.5% |
| 30D | -14.9% | +8.6% | -23.5% | -15.9% |
| 3M | +3.3% | +2.0% | +1.3% | +2.8% |
| 6M | -15.7% | +2.1% | -17.8% | -16.3% |
| YTD | -28.2% | +20.2% | -48.5% | -31.4% |
| 1Y | -34.5% | +55.2% | -89.7% | -40.4% |
| 3Y | -2.9% | +45.9% | -48.8% | -11.9% |
| All | -24.5% | +40.3% | -64.8% | -28.6% |
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