+1,545.4%
ADM vs PHM
+12,054.4%
-10,509.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.1% |
| 7D | -1.8% | +2.9% | -4.8% | -2.4% |
| 30D | -13.3% | +16.5% | -29.7% | -15.6% |
| 3M | -13.4% | +0.6% | -14.0% | -13.7% |
| 6M | -9.6% | +11.6% | -21.2% | -11.9% |
| YTD | +23.0% | +12.1% | +10.9% | +19.4% |
| 1Y | +27.4% | +9.6% | +17.8% | +24.0% |
| 3Y | +5.7% | +62.3% | -56.6% | -5.5% |
| 5Y | +22.1% | +170.4% | -148.3% | -2.4% |
| 10Y | +106.0% | +683.0% | -577.0% | +32.3% |
| All | +1,545.4% | +12,054.4% | -10,509.1% | +532.9% |
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 · 6 months rolling