+278.7%
PRU vs AMP
+1,969.7%
-1,691.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +3.8% | +3.3% | +0.4% | +1.0% |
| 30D | +9.0% | +4.2% | +4.8% | +5.3% |
| 3M | +2.1% | -6.4% | +8.6% | +7.6% |
| 6M | +25.4% | +12.4% | +13.0% | +12.5% |
| YTD | +13.5% | +7.4% | +6.1% | +3.9% |
| 1Y | +21.3% | +14.7% | +6.6% | +4.8% |
| 3Y | +55.1% | +60.8% | -5.7% | -2.1% |
| 5Y | +43.6% | +83.4% | -39.9% | -22.1% |
| 10Y | +99.2% | +473.5% | -374.3% | -62.8% |
| All | +278.7% | +1,969.7% | -1,691.0% | -80.2% |
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