+188.9%
AMAT vs PHM
-6.9%
+195.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | -3.2% | +1.7% | -0.5% |
| 30D | -14.8% | -6.4% | -8.4% | -13.1% |
| 3M | -9.3% | +5.5% | -14.8% | -12.4% |
| 6M | +27.4% | -5.4% | +32.8% | +26.9% |
| YTD | +77.6% | +6.6% | +71.0% | +69.7% |
| 1Y | +188.9% | -8.8% | +197.8% | +197.5% |
| All | +188.9% | -6.9% | +195.9% | +197.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling