-98.1%
AMC vs PHM
+689.6%
-787.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +2.3% | -3.2% | +5.5% | +3.8% |
| 30D | -0.7% | -6.4% | +5.7% | +2.3% |
| 3M | +35.2% | +5.5% | +29.7% | +30.5% |
| 6M | +124.6% | -5.4% | +130.0% | +129.1% |
| YTD | +69.9% | +6.6% | +63.3% | +64.1% |
| 1Y | -2.6% | -8.8% | +6.3% | +0.5% |
| 3Y | -79.8% | +54.1% | -133.9% | -84.7% |
| 5Y | -99.4% | +144.5% | -243.9% | -99.6% |
| 10Y | -98.9% | +569.4% | -668.3% | -99.6% |
| All | -98.1% | +689.6% | -787.6% | -99.3% |
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