+949.2%
ATI vs QS
-90.5%
+1,039.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.2% | +1.4% | -3.0% |
| 7D | +4.2% | -14.0% | +18.2% | +6.2% |
| 30D | -2.5% | -6.4% | +3.8% | -1.9% |
| 3M | -19.4% | -40.3% | +20.8% | -14.0% |
| 6M | +11.1% | -57.5% | +68.6% | +23.1% |
| YTD | +59.5% | -64.7% | +124.2% | +79.5% |
| 1Y | +85.8% | -72.9% | +158.6% | +115.7% |
| 3Y | +311.9% | -33.5% | +345.4% | +279.7% |
| All | +949.2% | -90.5% | +1,039.7% | +1,219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 5y: compounded portfolio wealth divided by compounded QS 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…
5y analysis · Full analysis span regression · 6 months rolling