+117.8%
AMDL vs PHM
+9.7%
+108.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.5% | +15.2% | +13.1% |
| 7D | +19.9% | -2.5% | +22.4% | +21.0% |
| 30D | +6.3% | -9.7% | +15.9% | +10.6% |
| 3M | -9.9% | +2.2% | -12.1% | -12.7% |
| 6M | +394.3% | -5.7% | +400.0% | +394.5% |
| YTD | +257.3% | +2.8% | +254.5% | +238.2% |
| 1Y | +508.5% | -14.4% | +523.0% | +528.7% |
| All | +117.8% | +9.7% | +108.0% | +63.7% |
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