+77.5%
QQQ vs ATI
+959.5%
-882.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.3% |
| 7D | +3.6% | +4.2% | -0.5% | +2.6% |
| 30D | -6.7% | -2.5% | -4.2% | -6.4% |
| 3M | -7.0% | -19.4% | +12.4% | -2.5% |
| 6M | -4.7% | +11.1% | -15.7% | -7.9% |
| YTD | +11.1% | +59.5% | -48.5% | -2.4% |
| 1Y | +12.3% | +85.8% | -73.5% | -5.0% |
| 3Y | +83.3% | +311.9% | -228.6% | +22.0% |
| All | +77.5% | +959.5% | -882.0% | -3.7% |
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