+1,549.0%
ATI vs PRU
+785.9%
+763.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.1% | +6.0% |
| 7D | +6.2% | +2.4% | +3.8% | +4.4% |
| 30D | -7.1% | +6.1% | -13.2% | -10.8% |
| 3M | -21.3% | -0.7% | -20.6% | -21.5% |
| 6M | +6.5% | +22.1% | -15.6% | -7.0% |
| YTD | +53.2% | +9.8% | +43.4% | +41.9% |
| 1Y | +82.7% | +19.4% | +63.4% | +60.8% |
| 3Y | +314.3% | +50.4% | +263.9% | +213.1% |
| 5Y | +890.9% | +37.2% | +853.8% | +686.7% |
| 10Y | +1,142.3% | +119.5% | +1,022.8% | +677.2% |
| All | +1,549.0% | +785.9% | +763.1% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling