+1,025.5%
ATI vs QS
-74.9%
+1,100.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | -5.6% | -3.6% | -2.0% | -5.2% |
| 30D | -13.7% | -17.2% | +3.5% | -11.7% |
| 3M | -0.4% | -27.0% | +26.6% | +3.1% |
| 6M | +26.2% | -24.6% | +50.8% | +29.7% |
| YTD | +73.2% | -49.3% | +122.5% | +85.6% |
| 1Y | +161.6% | -40.3% | +201.9% | +169.7% |
| 3Y | +346.2% | -23.8% | +370.0% | +309.3% |
| All | +1,025.5% | -74.9% | +1,100.4% | +1,002.5% |
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