-20.3%
AMRZ vs PHM
+27.3%
-47.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.8% |
| 7D | -4.0% | -6.1% | +2.1% | -0.6% |
| 30D | +12.4% | +13.7% | -1.3% | +4.7% |
| 3M | -11.5% | -1.5% | -10.0% | -10.9% |
| 6M | -21.6% | +11.3% | -32.9% | -26.1% |
| YTD | -23.4% | +8.9% | -32.3% | -26.7% |
| 1Y | -17.2% | +6.1% | -23.3% | -20.1% |
| All | -20.3% | +27.3% | -47.6% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling