+36.2%
VALE vs ADM
+23.4%
+12.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -15.6% | -14.7% | -0.9% | -11.0% |
| 3M | -19.5% | -10.4% | -9.1% | -16.7% |
| 6M | -31.9% | -10.9% | -20.9% | -29.6% |
| YTD | -11.0% | +26.0% | -37.0% | -19.4% |
| 1Y | -2.1% | +26.5% | -28.6% | -11.6% |
| 3Y | +1.4% | +8.2% | -6.8% | -5.7% |
| 5Y | +36.2% | +24.0% | +12.2% | +16.3% |
| All | +36.2% | +23.4% | +12.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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