+9,703.6%
AMD vs PHM
+12,477.9%
-2,774.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.7% | -17.0% |
| 7D | -28.6% | +8.7% | -37.3% | -30.9% |
| 30D | -37.7% | +16.4% | -54.1% | -41.5% |
| 3M | -16.1% | +1.8% | -17.9% | -17.6% |
| 6M | +13.8% | +15.1% | -1.2% | +6.6% |
| YTD | +88.8% | +16.0% | +72.8% | +74.4% |
| 1Y | +57.8% | +14.1% | +43.7% | +46.1% |
| 3Y | +260.3% | +65.9% | +194.4% | +182.5% |
| 5Y | +196.6% | +180.9% | +15.7% | +92.8% |
| 10Y | +6,064.6% | +730.3% | +5,334.4% | +2,427.9% |
| All | +9,703.6% | +12,477.9% | -2,774.3% | +1,287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling