+2,275.1%
VALE vs ADM
+1,003.6%
+1,271.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +1.6% | +3.8% | -2.2% | -0.8% |
| 30D | +5.1% | +9.8% | -4.6% | -1.4% |
| 3M | -0.4% | +2.1% | -2.5% | -2.6% |
| 6M | -2.2% | +27.5% | -29.7% | -18.1% |
| YTD | +20.5% | +50.2% | -29.7% | -9.5% |
| 1Y | +61.2% | +40.6% | +20.6% | +25.0% |
| 3Y | +43.1% | +17.2% | +25.9% | +17.1% |
| 5Y | +34.0% | +61.9% | -27.9% | -15.4% |
| 10Y | +469.7% | +159.3% | +310.4% | +150.8% |
| All | +2,275.1% | +1,003.6% | +1,271.5% | +490.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling