+295.5%
PRU vs AMBA
+837.3%
-541.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +1.9% | -11.0% | +12.8% | +3.7% |
| 30D | +2.7% | -23.2% | +25.9% | +7.0% |
| 3M | +19.5% | -12.7% | +32.2% | +19.2% |
| 6M | +26.6% | +11.2% | +15.4% | +19.8% |
| YTD | +12.3% | -11.2% | +23.6% | +9.9% |
| 1Y | +18.0% | -22.5% | +40.6% | +16.9% |
| 3Y | +47.0% | -1.3% | +48.3% | +33.0% |
| 5Y | +48.4% | -54.2% | +102.6% | +42.4% |
| 10Y | +142.4% | -6.1% | +148.6% | +86.5% |
| All | +295.5% | +837.3% | -541.8% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling