+6,067.3%
AME vs PRU
+806.6%
+5,260.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +0.6% | +1.9% | -1.2% | 0.0% |
| 30D | -6.7% | +2.7% | -9.4% | -7.6% |
| 3M | +4.1% | +19.5% | -15.4% | -2.3% |
| 6M | +1.6% | +26.6% | -25.1% | -6.6% |
| YTD | +16.1% | +12.3% | +3.8% | +10.9% |
| 1Y | +27.3% | +18.0% | +9.3% | +19.5% |
| 3Y | +50.9% | +47.0% | +3.8% | +30.3% |
| 5Y | +81.4% | +48.4% | +32.9% | +54.5% |
| 10Y | +417.0% | +142.4% | +274.5% | +262.5% |
| All | +6,067.3% | +806.6% | +5,260.8% | +1,922.8% |
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