+363.6%
ATI vs QID
-73.9%
+437.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.1% |
| 7D | +2.4% | -1.9% | +4.3% | +1.4% |
| 30D | -9.5% | +1.7% | -11.2% | -8.5% |
| 3M | +10.4% | -3.9% | +14.3% | +10.3% |
| 6M | +31.8% | -30.0% | +61.8% | +13.3% |
| YTD | +80.0% | -28.2% | +108.2% | +57.5% |
| 1Y | +175.8% | -35.6% | +211.5% | +131.1% |
| All | +363.6% | -73.9% | +437.5% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling