+47.6%
AMDL vs PHM
+21.4%
+26.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -2.0% | +24.2% | +22.9% |
| 7D | -26.2% | +6.2% | -32.4% | -28.1% |
| 30D | -57.1% | +17.9% | -75.0% | -60.2% |
| 3M | -29.8% | +2.5% | -32.3% | -31.1% |
| 6M | -22.2% | +10.8% | -33.0% | -27.3% |
| YTD | +142.1% | +13.7% | +128.4% | +118.7% |
| 1Y | +85.8% | +12.4% | +73.5% | +67.8% |
| All | +47.6% | +21.4% | +26.2% | +5.9% |
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