-1.9%
VALE vs ATI
+81.3%
-83.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.4% |
| 7D | -3.2% | +4.2% | -7.3% | -4.2% |
| 30D | -15.1% | -2.5% | -12.5% | -14.5% |
| 3M | -18.7% | -19.4% | +0.7% | -13.0% |
| 6M | -31.5% | +11.1% | -42.6% | -36.2% |
| YTD | -11.4% | +59.5% | -71.0% | -28.1% |
| 1Y | -1.9% | +85.8% | -87.6% | -24.4% |
| All | -1.9% | +81.3% | -83.2% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling