+15.5%
AMT vs PRU
+50.4%
-34.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | -0.1% |
| 7D | +4.4% | +4.8% | -0.4% | +3.9% |
| 30D | +17.7% | +7.9% | +9.9% | +16.9% |
| 3M | +16.7% | +3.1% | +13.6% | +16.3% |
| 6M | +11.1% | +25.2% | -14.1% | +9.3% |
| YTD | +13.9% | +12.7% | +1.1% | +12.5% |
| 1Y | +12.5% | +23.5% | -11.0% | +10.7% |
| All | +15.5% | +50.4% | -34.9% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling