+19.1%
PRU vs AMDL
+47.6%
-28.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +22.3% | -24.9% | -3.5% |
| 7D | +2.4% | -26.2% | +28.6% | +3.2% |
| 30D | +6.1% | -57.1% | +63.2% | +9.0% |
| 3M | -0.7% | -29.8% | +29.1% | -0.5% |
| 6M | +22.1% | -22.2% | +44.3% | +19.1% |
| YTD | +9.8% | +142.1% | -132.3% | -2.3% |
| 1Y | +19.4% | +85.8% | -66.5% | +7.6% |
| All | +19.1% | +47.6% | -28.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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