+20.4%
AME vs PRU
+27.9%
-7.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.6% | -11.2% | -5.6% |
| 7D | -4.4% | +9.8% | -14.2% | -6.0% |
| 30D | -5.9% | +11.6% | -17.5% | -7.9% |
| 3M | -6.5% | +3.7% | -10.2% | -6.9% |
| 6M | +3.2% | +33.0% | -29.8% | -4.2% |
| YTD | +16.0% | +16.6% | -0.6% | +9.9% |
| 1Y | +20.4% | +26.9% | -6.5% | +9.2% |
| All | +20.4% | +27.9% | -7.4% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling