+1,141.3%
ATI vs PHM
+2,950.5%
-1,809.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | -0.1% | -3.2% | +3.1% | +1.4% |
| 30D | +2.7% | -6.4% | +9.1% | +5.5% |
| 3M | +16.3% | +5.5% | +10.8% | +12.5% |
| 6M | +30.2% | -5.4% | +35.6% | +32.4% |
| YTD | +83.6% | +6.6% | +77.0% | +76.1% |
| 1Y | +173.0% | -8.8% | +181.8% | +179.5% |
| 3Y | +356.6% | +54.1% | +302.5% | +252.2% |
| 5Y | +1,074.2% | +144.5% | +929.7% | +598.0% |
| 10Y | +1,136.2% | +569.4% | +566.8% | +347.4% |
| All | +1,141.3% | +2,950.5% | -1,809.2% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling