+54.4%
PRU vs AMBA
+10.0%
+44.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.4% | +6.1% | -2.3% |
| 7D | +4.8% | -14.6% | +19.4% | +6.5% |
| 30D | +7.9% | -18.8% | +26.7% | +10.1% |
| 3M | +3.1% | -32.6% | +35.7% | +7.2% |
| 6M | +25.2% | -25.8% | +51.0% | +25.8% |
| YTD | +12.7% | -22.1% | +34.9% | +11.4% |
| 1Y | +23.5% | -36.2% | +59.7% | +25.3% |
| All | +54.4% | +10.0% | +44.4% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling