+282.1%
CME vs ATI
+1,051.1%
-769.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.9% | +3.2% | -6.0% | -3.3% |
| 30D | +5.5% | -9.0% | +14.5% | +6.8% |
| 3M | +11.0% | +15.1% | -4.1% | +8.3% |
| 6M | -9.7% | +38.1% | -47.8% | -14.6% |
| YTD | +4.9% | +80.7% | -75.8% | -4.8% |
| 1Y | +10.1% | +167.5% | -157.4% | -6.2% |
| 3Y | +53.5% | +366.0% | -312.5% | +15.1% |
| 5Y | +77.2% | +1,088.8% | -1,011.6% | +7.7% |
| 10Y | +282.1% | +1,055.0% | -772.8% | +94.4% |
| All | +282.1% | +1,051.1% | -769.0% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling