+10.1%
CME vs ATI
+166.0%
-156.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.3% |
| 7D | -2.9% | +3.2% | -6.0% | -2.5% |
| 30D | +5.5% | -9.0% | +14.5% | +4.4% |
| 3M | +11.0% | +15.1% | -4.1% | +13.0% |
| 6M | -9.7% | +38.1% | -47.8% | -6.5% |
| YTD | +4.9% | +80.7% | -75.8% | +11.2% |
| 1Y | +10.1% | +167.5% | -157.4% | +21.1% |
| All | +10.1% | +166.0% | -156.0% | +21.1% |
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 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