+133.5%
QLD vs ATI
+303.0%
-169.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.0% | -6.7% | -9.9% |
| 7D | -18.6% | -3.8% | -14.8% | -16.9% |
| 30D | -28.3% | -13.5% | -14.7% | -23.3% |
| 3M | -20.4% | -17.9% | -2.5% | -13.4% |
| 6M | -14.3% | +8.4% | -22.6% | -18.3% |
| YTD | +2.8% | +46.7% | -43.9% | -16.0% |
| 1Y | -1.2% | +74.5% | -75.7% | -25.7% |
| All | +133.5% | +303.0% | -169.5% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling