+19,263.6%
AME vs PHM
+11,720.3%
+7,543.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +5.9% | -4.1% | +10.0% | +6.9% |
| 30D | -1.9% | +16.1% | -18.1% | -5.6% |
| 3M | -5.4% | -2.5% | -2.9% | -5.3% |
| 6M | +4.9% | +12.9% | -8.0% | +1.3% |
| YTD | +18.5% | +9.0% | +9.4% | +15.0% |
| 1Y | +25.5% | +8.2% | +17.3% | +21.9% |
| 3Y | +63.0% | +58.4% | +4.6% | +42.8% |
| 5Y | +78.3% | +159.2% | -80.9% | +37.3% |
| 10Y | +447.1% | +676.9% | -229.8% | +220.7% |
| All | +19,263.6% | +11,720.3% | +7,543.3% | +6,018.0% |
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