-40.2%
AMAT vs PHM
+3.9%
-44.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -13.0% | -13.8% |
| 7D | -24.3% | +8.7% | -33.0% | -21.5% |
| 30D | -39.8% | +16.4% | -56.2% | -35.0% |
| 3M | -40.2% | +1.8% | -42.0% | -37.4% |
| All | -40.2% | +3.9% | -44.1% | -37.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling