-13.5%
AMT vs PRU
+42.1%
-55.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.7% |
| 7D | +1.5% | +3.6% | -2.1% | +0.6% |
| 30D | +6.8% | +8.9% | -2.0% | +4.5% |
| 3M | +11.2% | +0.2% | +11.0% | +11.0% |
| 6M | +12.5% | +23.7% | -11.3% | +6.5% |
| YTD | +12.5% | +13.7% | -1.2% | +8.5% |
| 1Y | +10.1% | +20.6% | -10.5% | +4.5% |
| 3Y | +16.0% | +56.3% | -40.3% | -4.5% |
| All | -13.5% | +42.1% | -55.6% | -25.8% |
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 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