+18,884.9%
AME vs PHM
+11,456.8%
+7,428.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.6% | -3.2% | +3.8% | +1.4% |
| 30D | -6.7% | -6.4% | -0.3% | -5.4% |
| 3M | +4.1% | +5.5% | -1.4% | +2.5% |
| 6M | +1.6% | -5.4% | +7.0% | +2.5% |
| YTD | +16.1% | +6.6% | +9.6% | +13.9% |
| 1Y | +27.3% | -8.8% | +36.2% | +29.0% |
| 3Y | +50.9% | +54.1% | -3.3% | +33.3% |
| 5Y | +81.4% | +144.5% | -63.1% | +41.9% |
| 10Y | +417.0% | +569.4% | -152.5% | +213.7% |
| All | +18,884.9% | +11,456.8% | +7,428.1% | +5,956.2% |
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