+1,091.6%
ATI vs PHM
+557.7%
+533.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.5% | -2.6% |
| 7D | -2.7% | -6.4% | +3.6% | +0.5% |
| 30D | -13.5% | -12.1% | -1.4% | -8.0% |
| 3M | +8.5% | -1.5% | +10.1% | +8.1% |
| 6M | +25.2% | -6.0% | +31.2% | +27.7% |
| YTD | +73.4% | -0.3% | +73.7% | +70.9% |
| 1Y | +160.5% | -13.3% | +173.9% | +173.7% |
| 3Y | +347.3% | +47.6% | +299.7% | +235.8% |
| 5Y | +1,049.0% | +154.7% | +894.2% | +496.4% |
| All | +1,091.6% | +557.7% | +533.9% | +173.7% |
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 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