-64.5%
AVTR vs PHM
+152.6%
-217.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | +1.6% | -3.9% | +5.4% | +3.1% |
| 30D | +8.4% | -8.6% | +16.9% | +12.2% |
| 3M | +50.2% | -2.9% | +53.1% | +51.2% |
| 6M | +82.6% | -5.7% | +88.3% | +85.2% |
| YTD | +29.8% | +1.9% | +28.0% | +27.0% |
| 1Y | +16.0% | -12.3% | +28.3% | +20.7% |
| 3Y | -26.4% | +50.8% | -77.2% | -38.5% |
| 5Y | -64.5% | +157.3% | -221.8% | -76.2% |
| All | -64.5% | +152.6% | -217.0% | -76.2% |
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