+1,076.9%
ATI vs PHM
+152.6%
+924.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | +2.4% | -3.9% | +6.3% | +3.8% |
| 30D | -9.5% | -8.6% | -0.9% | -6.8% |
| 3M | +10.4% | -2.9% | +13.3% | +10.6% |
| 6M | +31.8% | -5.7% | +37.5% | +33.4% |
| YTD | +80.0% | +1.9% | +78.1% | +77.1% |
| 1Y | +175.8% | -12.3% | +188.1% | +184.4% |
| 3Y | +364.2% | +50.8% | +313.5% | +281.2% |
| 5Y | +1,076.9% | +157.3% | +919.6% | +654.3% |
| All | +1,076.9% | +152.6% | +924.3% | +654.3% |
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