+30.7%
AMCR vs PHM
+16.2%
+14.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.2% | -3.9% | -0.7% |
| 7D | +6.2% | +13.6% | -7.4% | -1.1% |
| 30D | +16.0% | +19.3% | -3.3% | +4.9% |
| 3M | +4.4% | +3.5% | +0.9% | +2.1% |
| 6M | +35.5% | +18.6% | +16.9% | +22.8% |
| YTD | +21.5% | +16.7% | +4.8% | +12.4% |
| 1Y | +30.7% | +14.6% | +16.1% | +22.0% |
| All | +30.7% | +16.2% | +14.6% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling