+57.5%
AME vs PHM
+52.3%
+5.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.9% |
| 7D | +2.8% | -2.5% | +5.3% | +3.4% |
| 30D | -6.3% | -9.7% | +3.4% | -3.9% |
| 3M | +5.4% | +2.2% | +3.2% | +4.3% |
| 6M | +7.4% | -5.7% | +13.1% | +8.3% |
| YTD | +16.2% | +2.8% | +13.3% | +14.5% |
| 1Y | +26.8% | -14.4% | +41.2% | +30.3% |
| 3Y | +57.5% | +52.2% | +5.3% | +35.6% |
| All | +57.5% | +52.3% | +5.2% | +35.6% |
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