+133.7%
AMT vs PHM
+684.3%
-550.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.7% |
| 7D | +1.6% | +2.9% | -1.3% | +0.8% |
| 30D | +4.5% | +16.5% | -12.0% | +0.2% |
| 3M | +13.8% | +0.6% | +13.1% | +13.3% |
| 6M | +10.0% | +11.6% | -1.5% | +6.0% |
| YTD | +11.8% | +12.1% | -0.3% | +7.1% |
| 1Y | +10.2% | +9.6% | +0.6% | +6.1% |
| 3Y | +15.1% | +62.3% | -47.1% | -2.8% |
| 5Y | -18.8% | +170.4% | -189.2% | -41.9% |
| All | +133.7% | +684.3% | -550.6% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling