-97.7%
AMC vs PRU
+137.7%
-235.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.3% | -9.2% | -10.4% |
| 7D | 0.0% | +4.8% | -4.8% | -2.6% |
| 30D | +4.4% | +7.9% | -3.4% | -0.2% |
| 3M | +15.4% | +3.1% | +12.3% | +12.9% |
| 6M | +93.7% | +25.2% | +68.5% | +66.6% |
| YTD | +97.4% | +12.7% | +84.7% | +80.6% |
| 1Y | +23.2% | +23.5% | -0.3% | +6.2% |
| 3Y | -71.3% | +50.6% | -121.9% | -79.2% |
| 5Y | -99.3% | +40.9% | -140.1% | -99.4% |
| 10Y | -98.7% | +125.5% | -224.2% | -99.3% |
| All | -97.7% | +137.7% | -235.4% | -98.8% |
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