+2,183.3%
ATI vs QS
-43.2%
+2,226.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.8% |
| 7D | +3.2% | +2.2% | +1.0% | +3.0% |
| 30D | -9.0% | -8.1% | -0.9% | -8.4% |
| 3M | +15.1% | -27.0% | +42.1% | +17.9% |
| 6M | +38.1% | -16.4% | +54.6% | +39.6% |
| YTD | +80.7% | -46.4% | +127.0% | +88.7% |
| 1Y | +167.5% | -41.1% | +208.6% | +174.0% |
| 3Y | +366.0% | -18.6% | +384.6% | +341.9% |
| 5Y | +1,088.8% | -73.0% | +1,161.8% | +1,057.2% |
| All | +2,183.3% | -43.2% | +2,226.5% | +2,003.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling