-69.0%
AVAV vs PHM
+16.2%
-85.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +7.2% | -15.5% | -10.4% |
| 7D | -10.1% | +13.6% | -23.7% | -14.0% |
| 30D | -18.7% | +19.3% | -38.0% | -23.6% |
| 3M | -33.0% | +3.5% | -36.5% | -34.0% |
| 6M | -37.2% | +18.6% | -55.8% | -41.4% |
| YTD | -53.2% | +16.7% | -69.9% | -56.2% |
| 1Y | -69.0% | +14.6% | -83.6% | -72.1% |
| All | -69.0% | +16.2% | -85.2% | -72.1% |
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 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