+204.8%
VALE vs ATI
+961.4%
-756.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.6% |
| 7D | -3.2% | +4.2% | -7.3% | -4.5% |
| 30D | -15.1% | -2.5% | -12.5% | -15.0% |
| 3M | -18.7% | -19.4% | +0.7% | -13.9% |
| 6M | -31.5% | +11.1% | -42.6% | -35.0% |
| YTD | -11.4% | +59.5% | -71.0% | -25.5% |
| 1Y | -1.9% | +85.8% | -87.6% | -21.4% |
| 3Y | +1.7% | +311.9% | -310.2% | -41.4% |
| 5Y | +35.4% | +963.2% | -927.8% | -46.0% |
| All | +204.8% | +961.4% | -756.6% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling