+1,542.6%
QLD vs ATI
+1,002.4%
+540.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.2% |
| 7D | +12.5% | +13.0% | -0.5% | +7.7% |
| 30D | -15.7% | +0.2% | -15.9% | -15.8% |
| 3M | -11.9% | -17.5% | +5.6% | -5.9% |
| 6M | -10.3% | +18.1% | -28.4% | -15.9% |
| YTD | +15.6% | +65.7% | -50.1% | -4.6% |
| 1Y | +12.1% | +91.9% | -79.8% | -12.3% |
| 3Y | +150.7% | +335.2% | -184.6% | +42.8% |
| 5Y | +86.6% | +1,004.3% | -917.7% | -21.9% |
| All | +1,542.6% | +1,002.4% | +540.2% | +582.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling