-9.5%
CME vs ATI
+32.0%
-41.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | +0.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +6.2% | +2.7% | +3.5% | +6.9% |
| 3M | +10.4% | +16.3% | -5.9% | +13.7% |
| 6M | -9.5% | +30.2% | -39.7% | -4.5% |
| All | -9.5% | +32.0% | -41.5% | -4.5% |
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