+171.1%
ADM vs PHM
+568.1%
-397.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | +2.5% | -5.0% | +7.5% | +3.5% |
| 30D | +9.5% | -8.4% | +17.9% | +11.2% |
| 3M | +10.6% | -4.4% | +15.0% | +11.0% |
| 6M | +24.0% | -3.7% | +27.8% | +23.8% |
| YTD | +54.0% | +1.3% | +52.7% | +51.7% |
| 1Y | +45.3% | -14.0% | +59.3% | +47.9% |
| 3Y | +21.8% | +48.1% | -26.4% | +7.4% |
| 5Y | +66.8% | +158.8% | -92.0% | +24.8% |
| All | +171.1% | +568.1% | -397.1% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling