-14.7%
AMRZ vs PHM
+11.3%
-26.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -0.5% |
| 7D | +1.2% | +6.2% | -5.0% | -2.7% |
| 30D | +15.1% | +17.9% | -2.9% | +3.3% |
| 3M | -18.1% | +2.5% | -20.6% | -19.6% |
| 6M | -23.5% | +10.8% | -34.3% | -29.0% |
| YTD | -21.6% | +13.7% | -35.3% | -27.9% |
| 1Y | -14.7% | +12.4% | -27.1% | -20.9% |
| All | -14.7% | +11.3% | -26.0% | -20.9% |
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 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