+1,876.1%
ATI vs PRU
+806.6%
+1,069.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.6% |
| 7D | -0.1% | +1.9% | -1.9% | -1.2% |
| 30D | +2.7% | +2.7% | 0.0% | +1.1% |
| 3M | +16.3% | +19.5% | -3.1% | +3.7% |
| 6M | +30.2% | +26.6% | +3.5% | +11.9% |
| YTD | +83.6% | +12.3% | +71.2% | +68.7% |
| 1Y | +173.0% | +18.0% | +155.0% | +142.7% |
| 3Y | +356.6% | +47.0% | +309.6% | +252.0% |
| 5Y | +1,074.2% | +48.4% | +1,025.8% | +793.6% |
| 10Y | +1,136.2% | +142.4% | +993.8% | +635.8% |
| All | +1,876.1% | +806.6% | +1,069.5% | +250.0% |
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