+1,707.2%
ADSK vs VALE
+2,301.5%
-594.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.4% |
| 7D | -14.5% | -1.8% | -12.7% | -14.1% |
| 30D | -19.3% | +6.7% | -26.0% | -20.9% |
| 3M | -7.8% | +4.9% | -12.7% | -9.6% |
| 6M | -20.8% | +3.6% | -24.4% | -22.5% |
| YTD | -30.2% | +21.9% | -52.1% | -35.6% |
| 1Y | -36.5% | +61.6% | -98.0% | -46.2% |
| 3Y | -5.7% | +52.1% | -57.9% | -20.4% |
| 5Y | -28.2% | +43.2% | -71.4% | -41.2% |
| 10Y | +209.1% | +521.5% | -312.4% | +46.0% |
| All | +1,707.2% | +2,301.5% | -594.3% | +417.5% |
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 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