+7,256.1%
QLD vs ATI
+224.7%
+7,031.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.0% | -6.7% | -10.2% |
| 7D | -18.6% | -3.8% | -14.8% | -17.1% |
| 30D | -28.3% | -13.5% | -14.7% | -23.8% |
| 3M | -20.4% | -17.9% | -2.5% | -14.1% |
| 6M | -14.3% | +8.4% | -22.6% | -17.9% |
| YTD | +2.8% | +46.7% | -43.9% | -14.2% |
| 1Y | -1.2% | +74.5% | -75.7% | -23.4% |
| 3Y | +135.3% | +303.7% | -168.4% | +22.6% |
| 5Y | +62.6% | +848.9% | -786.4% | -42.7% |
| 10Y | +1,384.3% | +1,089.7% | +294.6% | +256.7% |
| All | +7,256.1% | +224.7% | +7,031.4% | +1,987.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling