+133.7%
AMT vs PRU
+107.2%
+26.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +1.6% | +3.8% | -2.1% | +0.7% |
| 30D | +4.5% | +9.0% | -4.6% | +2.2% |
| 3M | +13.8% | +2.1% | +11.6% | +13.1% |
| 6M | +10.0% | +25.4% | -15.4% | +4.0% |
| YTD | +11.8% | +13.5% | -1.8% | +7.9% |
| 1Y | +10.2% | +21.3% | -11.1% | +4.6% |
| 3Y | +15.1% | +55.1% | -40.0% | +0.2% |
| 5Y | -18.8% | +43.6% | -62.4% | -28.5% |
| 10Y | +133.7% | +99.2% | +34.4% | +68.4% |
| All | +133.7% | +107.2% | +26.5% | +68.4% |
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