+94.2%
AMT vs PRU
+145.9%
-51.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.2% | +1.9% | -2.1% | -0.7% |
| 30D | +4.6% | +2.7% | +1.9% | +3.9% |
| 3M | -8.4% | +19.5% | -27.9% | -12.2% |
| 6M | -6.0% | +26.6% | -32.7% | -11.2% |
| YTD | +2.1% | +12.3% | -10.2% | -1.0% |
| 1Y | -6.4% | +18.0% | -24.4% | -10.4% |
| 3Y | +8.1% | +47.0% | -39.0% | -4.1% |
| 5Y | -31.9% | +48.4% | -80.4% | -40.3% |
| All | +94.2% | +145.9% | -51.7% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling