+55.2%
VALE vs ATI
+159.9%
-104.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.3% | -5.6% | +5.4% | +1.3% |
| 30D | +8.6% | -13.7% | +22.4% | +13.1% |
| 3M | +2.0% | -0.4% | +2.3% | +1.2% |
| 6M | +2.1% | +26.2% | -24.1% | -7.5% |
| YTD | +20.2% | +73.2% | -53.0% | +3.9% |
| 1Y | +55.2% | +161.6% | -106.4% | +30.7% |
| All | +55.2% | +159.9% | -104.7% | +30.7% |
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