-98.1%
AMC vs PRU
+136.9%
-234.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | +2.3% | +1.9% | +0.5% | +1.0% |
| 30D | -0.7% | +2.7% | -3.5% | -2.7% |
| 3M | +35.2% | +19.5% | +15.7% | +19.5% |
| 6M | +124.6% | +26.6% | +97.9% | +92.4% |
| YTD | +69.9% | +12.3% | +57.5% | +55.7% |
| 1Y | -2.6% | +18.0% | -20.6% | -14.1% |
| 3Y | -79.8% | +47.0% | -126.8% | -85.1% |
| 5Y | -99.4% | +48.4% | -147.8% | -99.5% |
| 10Y | -98.9% | +142.4% | -241.3% | -99.4% |
| All | -98.1% | +136.9% | -234.9% | -98.9% |
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