+314.1%
ATI vs QID
-100.0%
+414.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +2.8% |
| 7D | -0.1% | -0.6% | +0.6% | -0.4% |
| 30D | +2.7% | 0.0% | +2.7% | +2.9% |
| 3M | +16.3% | +3.7% | +12.6% | +22.1% |
| 6M | +30.2% | -29.9% | +60.0% | +8.8% |
| YTD | +83.6% | -28.8% | +112.3% | +55.7% |
| 1Y | +173.0% | -37.2% | +210.2% | +116.9% |
| 3Y | +356.6% | -73.7% | +430.4% | +142.6% |
| 5Y | +1,074.2% | -80.7% | +1,154.9% | +515.2% |
| 10Y | +1,136.2% | -99.1% | +1,235.3% | -4.6% |
| All | +314.1% | -100.0% | +414.0% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling