-99.4%
AMC vs PHM
+145.9%
-245.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +2.3% | -3.2% | +5.5% | +3.9% |
| 30D | -0.7% | -6.4% | +5.7% | +2.5% |
| 3M | +35.2% | +5.5% | +29.7% | +29.9% |
| 6M | +124.6% | -5.4% | +130.0% | +128.8% |
| YTD | +69.9% | +6.6% | +63.3% | +63.3% |
| 1Y | -2.6% | -8.8% | +6.3% | +0.4% |
| 3Y | -79.8% | +54.1% | -133.9% | -86.0% |
| All | -99.4% | +145.9% | -245.4% | -99.8% |
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 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