+22.8%
PRU vs AMDL
+119.6%
-96.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.3% | -14.5% | -0.8% |
| 7D | -2.8% | +18.5% | -21.3% | -3.9% |
| 30D | +8.5% | -24.2% | +32.7% | +8.8% |
| 3M | +1.7% | +11.5% | -9.7% | 0.0% |
| 6M | +24.8% | -1.0% | +25.8% | +20.9% |
| YTD | +13.3% | +260.3% | -247.0% | -0.9% |
| 1Y | +21.4% | +178.2% | -156.8% | +7.6% |
| All | +22.8% | +119.6% | -96.8% | -7.2% |
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