+85.2%
AME vs PHM
+152.6%
-67.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +1.3% | -3.9% | +5.2% | +2.5% |
| 30D | -6.6% | -8.6% | +2.0% | -4.2% |
| 3M | +3.0% | -2.9% | +5.9% | +3.4% |
| 6M | +5.3% | -5.7% | +11.0% | +6.4% |
| YTD | +15.4% | +1.9% | +13.6% | +13.8% |
| 1Y | +26.8% | -12.3% | +39.1% | +30.2% |
| 3Y | +56.5% | +50.8% | +5.8% | +31.9% |
| 5Y | +85.2% | +157.3% | -72.0% | +26.7% |
| All | +85.2% | +152.6% | -67.3% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling