+84.3%
QLD vs ATI
+951.9%
-867.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -3.8% | +1.3% | -5.1% | -4.1% |
| 30D | -20.5% | -4.8% | -15.8% | -18.8% |
| 3M | -14.6% | -19.9% | +5.3% | -5.6% |
| 6M | -14.7% | +15.4% | -30.0% | -21.1% |
| YTD | +11.2% | +59.2% | -48.0% | -13.1% |
| 1Y | +7.1% | +86.3% | -79.2% | -22.5% |
| 3Y | +141.1% | +318.2% | -177.1% | +9.8% |
| 5Y | +84.3% | +958.6% | -874.4% | -42.4% |
| All | +84.3% | +951.9% | -867.6% | -42.4% |
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