+6,351.7%
AMD vs PHM
+700.3%
+5,651.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.0% | +13.0% | +11.8% |
| 7D | -11.0% | +6.2% | -17.3% | -13.5% |
| 30D | -30.5% | +17.9% | -48.4% | -35.5% |
| 3M | -8.2% | +2.5% | -10.7% | -10.2% |
| 6M | +6.6% | +10.8% | -4.2% | +0.2% |
| YTD | +109.7% | +13.7% | +96.0% | +92.7% |
| 1Y | +88.9% | +12.4% | +76.6% | +73.7% |
| 3Y | +301.8% | +65.6% | +236.2% | +196.8% |
| 5Y | +229.4% | +175.3% | +54.0% | +91.6% |
| All | +6,351.7% | +700.3% | +5,651.4% | +2,300.8% |
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