+7,418.1%
CME vs ATI
+3,388.2%
+4,030.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.9% | -1.4% |
| 7D | +0.9% | +6.2% | -5.3% | -0.4% |
| 30D | +13.2% | -7.1% | +20.3% | +14.3% |
| 3M | +16.3% | -21.3% | +37.6% | +21.3% |
| 6M | +7.1% | +6.5% | +0.6% | +4.0% |
| YTD | +15.8% | +53.2% | -37.4% | +3.0% |
| 1Y | +17.1% | +82.7% | -65.6% | +0.1% |
| 3Y | +63.2% | +314.3% | -251.1% | +10.3% |
| 5Y | +70.2% | +890.9% | -820.7% | -10.0% |
| 10Y | +337.0% | +1,142.3% | -805.3% | +84.3% |
| All | +7,418.1% | +3,388.2% | +4,030.0% | +2,185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling