+96.4%
QQQM vs ATI
+1,029.4%
-932.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | -5.6% | +5.1% | +0.8% |
| 30D | -1.2% | -13.7% | +12.5% | +2.2% |
| 3M | -0.1% | -0.4% | +0.3% | -0.4% |
| 6M | +18.0% | +26.2% | -8.3% | +10.7% |
| YTD | +16.7% | +73.2% | -56.5% | +1.5% |
| 1Y | +23.0% | +161.6% | -138.6% | -3.3% |
| 3Y | +93.3% | +346.2% | -252.8% | +28.8% |
| All | +96.4% | +1,029.4% | -932.9% | +10.2% |
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