+291.9%
AA vs PHM
+11,456.8%
-11,164.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -0.7% | -3.2% | +2.5% | +0.3% |
| 30D | +5.0% | -6.4% | +11.4% | +7.2% |
| 3M | -35.8% | +5.5% | -41.3% | -37.1% |
| 6M | -18.4% | -5.4% | -12.9% | -17.7% |
| YTD | -5.5% | +6.6% | -12.1% | -8.5% |
| 1Y | +61.0% | -8.8% | +69.8% | +63.1% |
| 3Y | +66.2% | +54.1% | +12.1% | +41.9% |
| 5Y | +11.4% | +144.5% | -133.1% | -18.9% |
| 10Y | +116.9% | +569.4% | -452.5% | +14.7% |
| All | +291.9% | +11,456.8% | -11,164.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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