+214.4%
AA vs PHM
+12,054.4%
-11,840.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -3.2% |
| 7D | +1.2% | +2.9% | -1.7% | +0.3% |
| 30D | -5.0% | +16.5% | -21.5% | -9.7% |
| 3M | -22.2% | +0.6% | -22.9% | -22.7% |
| 6M | -36.3% | +11.6% | -47.9% | -39.0% |
| YTD | -24.2% | +12.1% | -36.3% | -28.1% |
| 1Y | +3.9% | +9.6% | -5.7% | -0.9% |
| 3Y | +67.6% | +62.3% | +5.3% | +40.2% |
| 5Y | -8.8% | +170.4% | -179.2% | -35.7% |
| 10Y | +45.0% | +683.0% | -638.0% | -26.9% |
| All | +214.4% | +12,054.4% | -11,840.1% | -23.3% |
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