+218.1%
AA vs PHM
+11,710.1%
-11,492.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | +5.3% | -6.1% | +11.4% | +7.4% |
| 30D | -2.3% | +13.7% | -16.0% | -6.4% |
| 3M | -20.8% | -1.5% | -19.3% | -20.8% |
| 6M | -39.8% | +11.3% | -51.1% | -42.3% |
| YTD | -23.3% | +8.9% | -32.2% | -26.6% |
| 1Y | +1.8% | +6.1% | -4.3% | -1.8% |
| 3Y | +69.5% | +57.7% | +11.9% | +43.1% |
| 5Y | -18.0% | +159.0% | -176.9% | -41.4% |
| 10Y | +45.7% | +676.2% | -630.5% | -26.3% |
| All | +218.1% | +11,710.1% | -11,492.0% | -21.7% |
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