-99.8%
AMIX vs PHM
+20.7%
-120.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -13.7% | -3.2% | -10.5% | -12.9% |
| 30D | -62.1% | -6.4% | -55.6% | -61.2% |
| 3M | -46.2% | +5.5% | -51.7% | -45.8% |
| 6M | -46.4% | -5.4% | -41.0% | -46.0% |
| YTD | -60.3% | +6.6% | -66.8% | -60.1% |
| 1Y | -79.7% | -8.8% | -70.8% | -79.2% |
| All | -99.8% | +20.7% | -120.5% | -99.8% |
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