+25.8%
AME vs PHM
-14.5%
+40.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.2% |
| 7D | 0.0% | -6.4% | +6.4% | +2.0% |
| 30D | -8.6% | -12.1% | +3.5% | -4.9% |
| 3M | +5.8% | -1.5% | +7.3% | +5.2% |
| 6M | +3.8% | -6.0% | +9.8% | +4.5% |
| YTD | +14.4% | -0.3% | +14.7% | +13.1% |
| 1Y | +25.8% | -13.3% | +39.1% | +26.9% |
| All | +25.8% | -14.5% | +40.3% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling