+88.4%
ATI vs PRU
+20.8%
+67.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.5% |
| 7D | +6.0% | +3.2% | +2.8% | +5.3% |
| 30D | -3.6% | +7.9% | -11.6% | -5.5% |
| 3M | -18.9% | +1.8% | -20.7% | -19.0% |
| 6M | +16.7% | +24.1% | -7.4% | +7.6% |
| YTD | +61.1% | +12.4% | +48.7% | +47.2% |
| All | +88.4% | +20.8% | +67.6% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling