+85.8%
ATI vs PHM
+7.4%
+78.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +4.2% | -4.1% | +8.3% | +5.3% |
| 30D | -2.5% | +16.1% | -18.7% | -7.1% |
| 3M | -19.4% | -2.5% | -16.9% | -18.3% |
| 6M | +11.1% | +12.9% | -1.8% | +3.4% |
| YTD | +59.5% | +9.0% | +50.5% | +52.7% |
| 1Y | +85.8% | +8.2% | +77.6% | +77.7% |
| All | +85.8% | +7.4% | +78.4% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling