+67.2%
QLD vs ATI
+871.8%
-804.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +0.4% |
| 7D | -10.3% | +6.2% | -16.4% | -12.7% |
| 30D | -26.1% | -7.1% | -19.0% | -23.5% |
| 3M | -17.8% | -21.3% | +3.6% | -8.3% |
| 6M | -15.6% | +6.5% | -22.0% | -19.0% |
| YTD | +5.4% | +53.2% | -47.8% | -16.1% |
| 1Y | +5.2% | +82.7% | -77.5% | -23.2% |
| 3Y | +139.4% | +314.3% | -174.9% | +9.3% |
| All | +67.2% | +871.8% | -804.6% | -47.3% |
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