+6,882.0%
AMD vs PHM
+572.0%
+6,310.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +2.6% | -3.2% | +5.8% | +3.9% |
| 30D | -0.9% | -6.4% | +5.5% | +1.6% |
| 3M | -8.7% | +5.5% | -14.2% | -11.7% |
| 6M | +136.3% | -5.4% | +141.8% | +138.8% |
| YTD | +123.0% | +6.6% | +116.4% | +112.5% |
| 1Y | +195.2% | -8.8% | +204.0% | +197.0% |
| 3Y | +336.3% | +54.1% | +282.2% | +233.7% |
| 5Y | +334.5% | +144.5% | +190.0% | +166.0% |
| All | +6,882.0% | +572.0% | +6,310.0% | +2,672.6% |
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