+215.4%
AMD vs PHM
-10.2%
+225.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +2.6% | -3.2% | +5.8% | +2.6% |
| 30D | -0.9% | -6.4% | +5.5% | -0.8% |
| 3M | -8.7% | +5.5% | -14.2% | -9.2% |
| 6M | +136.3% | -5.4% | +141.8% | +125.9% |
| YTD | +123.0% | +6.6% | +116.4% | +123.5% |
| All | +215.4% | -10.2% | +225.7% | +173.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling