+1,583.8%
ADM vs PHM
+11,952.1%
-10,368.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +2.5% |
| 7D | +0.1% | -4.8% | +4.9% | +0.9% |
| 30D | -11.8% | +16.5% | -28.3% | -14.2% |
| 3M | -11.3% | -2.0% | -9.3% | -11.2% |
| 6M | -10.0% | +12.7% | -22.7% | -12.5% |
| YTD | +25.9% | +11.2% | +14.8% | +22.3% |
| 1Y | +26.7% | +7.7% | +18.9% | +23.6% |
| 3Y | +8.1% | +60.9% | -52.8% | -3.2% |
| 5Y | +23.5% | +167.7% | -144.2% | -1.0% |
| 10Y | +128.2% | +692.1% | -563.9% | +46.3% |
| All | +1,583.8% | +11,952.1% | -10,368.2% | +548.6% |
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