+311.9%
ATI vs PRU
+56.8%
+255.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.2% |
| 7D | +4.2% | +3.6% | +0.5% | +2.2% |
| 30D | -2.5% | +8.9% | -11.4% | -7.3% |
| 3M | -19.4% | +0.2% | -19.6% | -19.7% |
| 6M | +11.1% | +23.7% | -12.7% | -3.1% |
| YTD | +59.5% | +13.7% | +45.8% | +45.4% |
| 1Y | +85.8% | +20.6% | +65.1% | +62.8% |
| 3Y | +311.9% | +56.3% | +255.6% | +175.6% |
| All | +311.9% | +56.8% | +255.1% | +175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling