-91.6%
AMIX vs PHM
+16.2%
-107.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.2% | -10.2% | -5.9% |
| 7D | -25.1% | +13.6% | -38.7% | -29.7% |
| 30D | -54.5% | +19.3% | -73.8% | -58.6% |
| 3M | -91.7% | +3.5% | -95.2% | -91.8% |
| 6M | -79.4% | +18.6% | -98.0% | -79.3% |
| YTD | -86.1% | +16.7% | -102.8% | -85.0% |
| 1Y | -91.6% | +14.6% | -106.2% | -90.6% |
| All | -91.6% | +16.2% | -107.8% | -90.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling