+7.5%
AMCR vs PHM
+47.0%
-39.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | -5.0% | -6.4% | +1.4% | -2.5% |
| 30D | -8.0% | -12.1% | +4.1% | -3.3% |
| 3M | +14.3% | -1.5% | +15.8% | +15.1% |
| 6M | +5.3% | -6.0% | +11.3% | +7.7% |
| YTD | +7.7% | -0.3% | +8.0% | +8.0% |
| 1Y | +10.8% | -13.3% | +24.2% | +15.9% |
| All | +7.5% | +47.0% | -39.5% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling