+95.0%
AMDL vs PHM
+13.8%
+81.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.1% | +9.1% | +9.1% |
| 7D | +4.5% | -3.2% | +7.7% | +6.0% |
| 30D | -4.4% | -6.4% | +2.0% | -1.8% |
| 3M | -30.5% | +5.5% | -36.0% | -33.4% |
| 6M | +300.9% | -5.4% | +306.3% | +301.8% |
| YTD | +219.9% | +6.6% | +213.4% | +198.9% |
| 1Y | +374.7% | -8.8% | +383.6% | +373.6% |
| All | +95.0% | +13.8% | +81.3% | +44.7% |
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 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