+978.9%
ATI vs PHM
+3,020.0%
-2,041.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +4.2% | -4.1% | +8.3% | +6.1% |
| 30D | -2.5% | +16.1% | -18.7% | -9.7% |
| 3M | -19.4% | -2.5% | -16.9% | -19.5% |
| 6M | +11.1% | +12.9% | -1.8% | +3.0% |
| YTD | +59.5% | +9.0% | +50.5% | +49.9% |
| 1Y | +85.8% | +8.2% | +77.6% | +74.7% |
| 3Y | +311.9% | +58.4% | +253.5% | +211.0% |
| 5Y | +963.2% | +159.2% | +804.1% | +510.4% |
| 10Y | +977.6% | +676.9% | +300.8% | +260.0% |
| All | +978.9% | +3,020.0% | -2,041.2% | +79.6% |
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