+43.5%
PRU vs AMP
+120.7%
-77.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.9% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -2.6% | -1.0% | -1.6% | -1.9% |
| 3M | +14.7% | +23.2% | -8.5% | -0.5% |
| 6M | +25.7% | +20.4% | +5.3% | +10.2% |
| YTD | +8.3% | +13.6% | -5.4% | -2.2% |
| 1Y | +17.3% | +13.4% | +4.0% | +5.8% |
| 3Y | +43.2% | +66.5% | -23.3% | -3.4% |
| 5Y | +43.5% | +120.2% | -76.7% | -22.8% |
| All | +43.5% | +120.7% | -77.1% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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