-22.2%
AMAT vs PHM
+9.5%
-31.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.0% |
| 7D | -14.7% | +6.2% | -20.9% | -14.0% |
| 30D | -36.1% | +17.9% | -54.0% | -35.2% |
| 3M | -36.9% | +2.5% | -39.3% | -35.1% |
| 6M | -22.2% | +10.8% | -33.0% | -23.6% |
| All | -22.2% | +9.5% | -31.7% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling