+62.6%
QLD vs ATI
+894.3%
-831.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.0% | -6.7% | -9.8% |
| 7D | -18.6% | -3.8% | -14.8% | -16.9% |
| 30D | -28.3% | -13.5% | -14.7% | -23.2% |
| 3M | -20.4% | -17.9% | -2.5% | -13.3% |
| 6M | -14.3% | +8.4% | -22.6% | -18.5% |
| YTD | +2.8% | +46.7% | -43.9% | -16.5% |
| 1Y | -1.2% | +74.5% | -75.7% | -26.3% |
| 3Y | +135.3% | +303.7% | -168.4% | +8.8% |
| 5Y | +62.6% | +848.9% | -786.4% | -48.8% |
| All | +62.6% | +894.3% | -831.8% | -48.8% |
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 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