-32.3%
AMT vs PHM
+152.9%
-185.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +0.9% |
| 7D | -0.2% | -2.5% | +2.3% | +0.5% |
| 30D | +1.8% | -9.7% | +11.5% | +4.7% |
| 3M | -6.2% | +2.2% | -8.4% | -7.4% |
| 6M | -5.0% | -5.7% | +0.7% | -4.3% |
| YTD | +2.1% | +2.8% | -0.8% | 0.0% |
| 1Y | -5.7% | -14.4% | +8.7% | -2.7% |
| 3Y | +7.9% | +52.2% | -44.3% | -10.7% |
| 5Y | -32.3% | +154.3% | -186.6% | -55.7% |
| All | -32.3% | +152.9% | -185.2% | -55.7% |
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