-2.2%
VALE vs ATI
+32.0%
-34.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -1.2% |
| 7D | +1.6% | -0.1% | +1.6% | +1.6% |
| 30D | +5.1% | +2.7% | +2.4% | +3.6% |
| 3M | -0.4% | +16.3% | -16.7% | -7.3% |
| 6M | -2.2% | +30.2% | -32.4% | -14.3% |
| All | -2.2% | +32.0% | -34.2% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling