-20.4%
QLD vs ATI
-17.5%
-2.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.0% | -6.7% | -10.6% |
| 7D | -18.6% | -3.8% | -14.8% | -16.9% |
| 30D | -28.3% | -13.5% | -14.7% | -25.1% |
| 3M | -20.4% | -17.9% | -2.5% | -16.2% |
| All | -20.4% | -17.5% | -2.8% | -16.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling