+100,756.0%
AMAT vs PHM
+12,230.3%
+88,525.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +4.8% |
| 7D | -14.7% | +6.2% | -20.9% | -16.6% |
| 30D | -36.1% | +17.9% | -54.0% | -39.8% |
| 3M | -36.9% | +2.5% | -39.3% | -38.0% |
| 6M | -22.2% | +10.8% | -33.0% | -25.9% |
| YTD | +29.9% | +13.7% | +16.2% | +22.4% |
| 1Y | +43.3% | +12.4% | +30.9% | +35.4% |
| 3Y | +142.7% | +65.6% | +77.0% | +98.0% |
| 5Y | +126.2% | +175.3% | -49.1% | +56.8% |
| 10Y | +1,211.7% | +713.9% | +497.8% | +537.7% |
| All | +100,756.0% | +12,230.3% | +88,525.7% | +16,345.5% |
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 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