+8,164.6%
AMD vs PHM
+677.6%
+7,486.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.2% | +7.6% |
| 7D | +13.1% | -4.8% | +17.9% | +15.3% |
| 30D | -7.0% | +16.5% | -23.5% | -13.3% |
| 3M | +16.6% | -2.0% | +18.6% | +16.1% |
| 6M | +20.5% | +12.7% | +7.9% | +12.4% |
| YTD | +158.2% | +11.2% | +147.0% | +139.3% |
| 1Y | +132.8% | +7.7% | +125.0% | +117.7% |
| 3Y | +366.2% | +60.9% | +305.3% | +247.1% |
| 5Y | +278.7% | +167.7% | +111.0% | +121.2% |
| 10Y | +8,164.6% | +692.1% | +7,472.5% | +2,457.4% |
| All | +8,164.6% | +677.6% | +7,486.9% | +2,457.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling