+301.8%
AMD vs PHM
+64.3%
+237.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.0% | +13.0% | +11.4% |
| 7D | -11.0% | +6.2% | -17.3% | -12.3% |
| 30D | -30.5% | +17.9% | -48.4% | -33.2% |
| 3M | -8.2% | +2.5% | -10.7% | -9.0% |
| 6M | +6.6% | +10.8% | -4.2% | +2.9% |
| YTD | +109.7% | +13.7% | +96.0% | +98.8% |
| 1Y | +88.9% | +12.4% | +76.6% | +79.3% |
| 3Y | +301.8% | +65.6% | +236.2% | +196.6% |
| All | +301.8% | +64.3% | +237.5% | +196.6% |
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 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