+274.7%
PRU vs AMP
+2,123.7%
-1,849.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.3% |
| 7D | +1.9% | +0.2% | +1.6% | +1.7% |
| 30D | +2.7% | -0.1% | +2.8% | +2.7% |
| 3M | +19.5% | +23.6% | -4.1% | -0.7% |
| 6M | +26.6% | +20.4% | +6.3% | +6.9% |
| YTD | +12.3% | +15.4% | -3.1% | -2.9% |
| 1Y | +18.0% | +11.0% | +7.1% | +4.9% |
| 3Y | +47.0% | +70.5% | -23.4% | -11.6% |
| 5Y | +48.4% | +121.4% | -73.0% | -31.4% |
| 10Y | +142.4% | +575.6% | -433.1% | -61.2% |
| All | +274.7% | +2,123.7% | -1,849.0% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling