+102.7%
AMCR vs PHM
+1,378.1%
-1,275.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.0% |
| 7D | -1.8% | -2.5% | +0.6% | -1.3% |
| 30D | -6.0% | -9.7% | +3.6% | -3.9% |
| 3M | +18.9% | +2.2% | +16.7% | +18.4% |
| 6M | +5.7% | -5.7% | +11.3% | +7.1% |
| YTD | +11.1% | +2.8% | +8.3% | +10.5% |
| 1Y | +14.4% | -14.4% | +28.9% | +18.0% |
| 3Y | +13.0% | +52.2% | -39.2% | +2.9% |
| 5Y | -7.5% | +154.3% | -161.8% | -24.8% |
| 10Y | +20.1% | +545.9% | -525.8% | -12.2% |
| All | +102.7% | +1,378.1% | -1,275.4% | +48.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling