-18.1%
AMRZ vs PHM
+31.0%
-49.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | +0.4% |
| 7D | +0.2% | +2.9% | -2.7% | -1.4% |
| 30D | +16.2% | +16.5% | -0.3% | +6.7% |
| 3M | -8.9% | +0.6% | -9.6% | -9.4% |
| 6M | -20.1% | +11.6% | -31.7% | -25.0% |
| YTD | -21.3% | +12.1% | -33.4% | -25.9% |
| 1Y | -12.6% | +9.6% | -22.2% | -17.2% |
| All | -18.1% | +31.0% | -49.1% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling