+168.0%
ATI vs AVAV
+478.6%
-310.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.5% |
| 7D | -0.1% | -2.2% | +2.2% | +0.6% |
| 30D | +2.7% | -13.9% | +16.6% | +7.1% |
| 3M | +16.3% | -29.2% | +45.5% | +26.1% |
| 6M | +30.2% | -36.1% | +66.3% | +42.9% |
| YTD | +83.6% | -40.2% | +123.8% | +97.8% |
| 1Y | +173.0% | -36.2% | +209.2% | +182.2% |
| 3Y | +356.6% | +47.5% | +309.1% | +220.6% |
| 5Y | +1,074.2% | +39.3% | +1,034.9% | +670.9% |
| 10Y | +1,136.2% | +482.6% | +653.6% | +303.2% |
| All | +168.0% | +478.6% | -310.6% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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