+146.0%
QLD vs ATI
+318.7%
-172.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.3% | -0.7% |
| 7D | +7.0% | +4.2% | +2.9% | +5.0% |
| 30D | -14.3% | -2.5% | -11.8% | -13.4% |
| 3M | -16.0% | -19.4% | +3.4% | -7.4% |
| 6M | -14.2% | +11.1% | -25.3% | -19.1% |
| YTD | +12.8% | +59.5% | -46.8% | -11.4% |
| 1Y | +14.1% | +85.8% | -71.7% | -16.7% |
| 3Y | +146.0% | +311.9% | -165.9% | +21.7% |
| All | +146.0% | +318.7% | -172.7% | +21.7% |
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 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