+38.7%
VALE vs ATI
+974.7%
-936.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.7% |
| 7D | +1.3% | +4.7% | -3.4% | 0.0% |
| 30D | -14.3% | -0.2% | -14.1% | -14.7% |
| 3M | -16.8% | -18.5% | +1.7% | -12.8% |
| 6M | -30.2% | +16.4% | -46.6% | -34.0% |
| YTD | -8.6% | +63.4% | -72.0% | -21.1% |
| 1Y | +1.6% | +91.5% | -89.9% | -15.8% |
| 3Y | +4.1% | +329.2% | -325.1% | -35.9% |
| 5Y | +38.7% | +966.7% | -928.1% | -34.2% |
| All | +38.7% | +974.7% | -936.0% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling