-97.7%
AMC vs PHM
+742.4%
-840.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.9% |
| 7D | +2.6% | +6.2% | -3.6% | -0.2% |
| 30D | +9.0% | +17.9% | -8.9% | +0.9% |
| 3M | +22.2% | +2.5% | +19.7% | +20.6% |
| 6M | +91.5% | +10.8% | +80.7% | +81.1% |
| YTD | +101.3% | +13.7% | +87.6% | +88.5% |
| 1Y | +20.8% | +12.4% | +8.4% | +13.6% |
| 3Y | -71.3% | +65.6% | -137.0% | -78.8% |
| 5Y | -99.2% | +175.3% | -274.6% | -99.6% |
| 10Y | -98.7% | +713.9% | -812.6% | -99.6% |
| All | -97.7% | +742.4% | -840.1% | -99.2% |
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