-18.8%
AMT vs PHM
+166.0%
-184.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.8% |
| 7D | +1.6% | +2.9% | -1.3% | +0.8% |
| 30D | +4.5% | +16.5% | -12.0% | -0.1% |
| 3M | +13.8% | +0.6% | +13.1% | +13.2% |
| 6M | +10.0% | +11.6% | -1.5% | +5.6% |
| YTD | +11.8% | +12.1% | -0.3% | +6.6% |
| 1Y | +10.2% | +9.6% | +0.6% | +5.6% |
| 3Y | +15.1% | +62.3% | -47.1% | -6.7% |
| 5Y | -18.8% | +170.4% | -189.2% | -49.3% |
| All | -18.8% | +166.0% | -184.9% | -49.3% |
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