+7,384.4%
CME vs ATI
+3,567.9%
+3,816.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -1.5% |
| 7D | -0.6% | +6.0% | -6.6% | -1.9% |
| 30D | +8.5% | -3.6% | +12.2% | +8.8% |
| 3M | +16.0% | -18.9% | +34.9% | +20.2% |
| 6M | +9.3% | +16.7% | -7.4% | +4.0% |
| YTD | +15.3% | +61.1% | -45.8% | +1.4% |
| 1Y | +14.4% | +89.3% | -74.9% | -2.9% |
| 3Y | +59.9% | +333.3% | -273.4% | +7.1% |
| 5Y | +69.4% | +954.5% | -885.0% | -11.6% |
| 10Y | +299.5% | +1,067.0% | -767.5% | +71.4% |
| All | +7,384.4% | +3,567.9% | +3,816.5% | +2,150.5% |
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 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