+97.7%
PRU vs AMBA
-0.9%
+98.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.2% |
| 7D | +3.6% | +2.7% | +0.9% | +3.1% |
| 30D | +8.9% | -2.2% | +11.0% | +8.9% |
| 3M | +0.2% | -26.6% | +26.8% | +5.1% |
| 6M | +23.7% | -26.8% | +50.5% | +25.7% |
| YTD | +13.7% | -15.1% | +28.9% | +10.8% |
| 1Y | +20.6% | -32.3% | +52.9% | +22.3% |
| 3Y | +56.3% | +19.8% | +36.5% | +31.6% |
| 5Y | +42.3% | -69.2% | +111.6% | +47.7% |
| All | +97.7% | -0.9% | +98.7% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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