+43.2%
VALE vs ATI
+1,086.3%
-1,043.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.8% | +2.4% | -4.2% | -2.5% |
| 30D | +6.7% | -9.5% | +16.1% | +9.3% |
| 3M | +4.9% | +10.4% | -5.5% | +1.5% |
| 6M | +3.6% | +31.8% | -28.2% | -4.8% |
| YTD | +21.9% | +80.0% | -58.1% | +3.6% |
| 1Y | +61.6% | +175.8% | -114.3% | +22.8% |
| 3Y | +52.1% | +364.2% | -312.1% | -6.2% |
| 5Y | +43.2% | +1,076.9% | -1,033.7% | -30.1% |
| All | +43.2% | +1,086.3% | -1,043.2% | -30.1% |
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