+19,070.1%
AME vs PHM
+11,952.1%
+7,118.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.1% | -4.8% | +5.9% | +2.2% |
| 30D | -4.1% | +16.5% | -20.6% | -7.7% |
| 3M | -6.3% | -2.0% | -4.4% | -6.4% |
| 6M | +3.5% | +12.7% | -9.1% | 0.0% |
| YTD | +17.3% | +11.2% | +6.1% | +13.4% |
| 1Y | +22.0% | +7.7% | +14.3% | +18.7% |
| 3Y | +62.0% | +60.9% | +1.1% | +41.4% |
| 5Y | +78.5% | +167.7% | -89.2% | +36.4% |
| 10Y | +441.6% | +692.1% | -250.5% | +216.1% |
| All | +19,070.1% | +11,952.1% | +7,118.0% | +5,930.9% |
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 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