-18.8%
AMT vs PRU
+42.9%
-61.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 6M | +10.0% | +25.4% | -15.4% | +3.9% |
| YTD | +11.8% | +13.5% | -1.8% | +7.8% |
| 1Y | +10.2% | +21.3% | -11.1% | +4.5% |
| 3Y | +15.1% | +55.1% | -40.0% | -4.9% |
| 5Y | -18.8% | +43.6% | -62.4% | -30.6% |
| All | -18.8% | +42.9% | -61.7% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling