+21.8%
PRU vs AMDL
+95.0%
-73.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -1.4% |
| 7D | +1.9% | +4.5% | -2.7% | +1.6% |
| 30D | +2.7% | -4.4% | +7.1% | +2.8% |
| 3M | +19.5% | -30.5% | +50.0% | +19.7% |
| 6M | +26.6% | +300.9% | -274.2% | +12.2% |
| YTD | +12.3% | +219.9% | -207.6% | 0.0% |
| 1Y | +18.0% | +374.7% | -356.7% | -0.6% |
| All | +21.8% | +95.0% | -73.2% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling