-31.9%
VALE vs ADM
-10.1%
-21.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -15.6% | -14.7% | -0.9% | -13.7% |
| 3M | -19.5% | -10.4% | -9.1% | -17.7% |
| 6M | -31.9% | -10.9% | -20.9% | -31.1% |
| All | -31.9% | -10.1% | -21.7% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling