+3,886.1%
AMT vs PRU
+809.8%
+3,076.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | +0.5% |
| 7D | +4.4% | +4.8% | -0.4% | +2.9% |
| 30D | +17.7% | +7.9% | +9.9% | +15.1% |
| 3M | +16.7% | +3.1% | +13.6% | +15.5% |
| 6M | +11.1% | +25.2% | -14.1% | +3.9% |
| YTD | +13.9% | +12.7% | +1.1% | +9.3% |
| 1Y | +12.5% | +23.5% | -11.0% | +5.2% |
| 3Y | +13.2% | +50.6% | -37.4% | -2.4% |
| 5Y | -17.9% | +40.9% | -58.7% | -28.5% |
| 10Y | +122.8% | +125.5% | -2.6% | +53.8% |
| All | +3,886.1% | +809.8% | +3,076.2% | +815.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling