+1,418.0%
QLD vs ATI
+1,119.3%
+298.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +4.9% |
| 7D | -1.4% | +6.0% | -7.4% | -3.3% |
| 30D | -19.6% | -3.6% | -15.9% | -18.5% |
| 3M | -14.1% | -18.9% | +4.7% | -7.8% |
| 6M | -13.6% | +16.7% | -30.3% | -18.7% |
| YTD | +12.5% | +61.1% | -48.5% | -6.1% |
| 1Y | +13.1% | +89.3% | -76.1% | -10.9% |
| 3Y | +154.7% | +333.3% | -178.6% | +45.9% |
| 5Y | +81.1% | +954.5% | -873.4% | -22.6% |
| 10Y | +1,418.0% | +1,067.0% | +351.0% | +557.7% |
| All | +1,418.0% | +1,119.3% | +298.7% | +557.7% |
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