-57.7%
AMC vs PHM
+59.1%
-116.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | +8.4% | -6.1% | +14.5% | +10.8% |
| 30D | +9.2% | +13.7% | -4.6% | +4.4% |
| 3M | +32.0% | -1.5% | +33.6% | +32.5% |
| 6M | +149.3% | +11.3% | +138.0% | +138.1% |
| YTD | +114.1% | +8.9% | +105.2% | +107.6% |
| 1Y | +35.8% | +6.1% | +29.7% | +32.3% |
| All | -57.7% | +59.1% | -116.8% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling