+121.0%
QLD vs ATI
+1,074.8%
-953.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -1.1% |
| 7D | +0.6% | -0.1% | +0.6% | +0.5% |
| 30D | -0.1% | +2.7% | -2.8% | -1.9% |
| 3M | -8.4% | +16.3% | -24.7% | -15.0% |
| 6M | +32.2% | +30.2% | +2.0% | +15.4% |
| YTD | +28.9% | +83.6% | -54.7% | -4.7% |
| 1Y | +43.8% | +173.0% | -129.2% | -12.5% |
| 3Y | +176.6% | +356.6% | -180.1% | +24.5% |
| All | +121.0% | +1,074.8% | -953.8% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling