+140.1%
AMT vs PRU
+97.4%
+42.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.2% | 0.0% | -2.1% | -2.2% |
| 30D | +5.8% | +7.9% | -2.2% | +3.8% |
| 3M | +12.6% | +0.9% | +11.7% | +12.2% |
| 6M | +8.3% | +22.4% | -14.0% | +3.0% |
| YTD | +11.4% | +12.7% | -1.3% | +7.7% |
| 1Y | +7.7% | +19.6% | -11.9% | +2.6% |
| 3Y | +14.8% | +54.0% | -39.2% | 0.0% |
| 5Y | -18.0% | +41.0% | -59.0% | -27.4% |
| All | +140.1% | +97.4% | +42.7% | +72.1% |
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