+576.0%
ATI vs QSR
+206.0%
+370.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.6% |
| 7D | +2.4% | -2.4% | +4.8% | +4.0% |
| 30D | -9.5% | +5.7% | -15.2% | -12.9% |
| 3M | +10.4% | +6.9% | +3.4% | +4.2% |
| 6M | +31.8% | +6.9% | +24.9% | +23.3% |
| YTD | +80.0% | +14.9% | +65.1% | +59.0% |
| 1Y | +175.8% | +29.1% | +146.7% | +123.1% |
| 3Y | +364.2% | +26.1% | +338.1% | +269.8% |
| 5Y | +1,076.9% | +42.3% | +1,034.6% | +752.1% |
| 10Y | +1,178.1% | +134.0% | +1,044.1% | +552.5% |
| All | +576.0% | +206.0% | +370.0% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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