-99.2%
AMC vs PHM
+158.6%
-257.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +3.5% | -4.1% | +7.6% | +5.7% |
| 30D | +12.5% | +16.1% | -3.7% | +4.0% |
| 3M | +23.6% | -2.5% | +26.1% | +24.9% |
| 6M | +144.4% | +12.9% | +131.4% | +126.6% |
| YTD | +108.3% | +9.0% | +99.3% | +97.5% |
| 1Y | +38.9% | +8.2% | +30.7% | +32.0% |
| 3Y | -58.9% | +58.4% | -117.3% | -71.9% |
| All | -99.2% | +158.6% | -257.9% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling