-65.3%
AAOX vs PHM
+2.8%
-68.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.5% | +14.7% | +7.0% |
| 7D | +15.2% | -2.5% | +17.7% | +12.2% |
| 30D | -40.3% | -9.7% | -30.7% | -46.5% |
| 3M | -81.2% | +2.2% | -83.4% | -77.7% |
| All | -65.3% | +2.8% | -68.1% | -61.9% |
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 · Available span rolling