+23,612.3%
PH vs AME
+18,777.7%
+4,834.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +2.0% |
| 7D | +3.0% | -1.5% | +4.6% | +3.8% |
| 30D | -0.6% | -4.2% | +3.5% | +1.7% |
| 3M | -10.7% | -5.9% | -4.8% | -7.7% |
| 6M | +9.1% | +2.8% | +6.3% | +7.4% |
| YTD | +9.5% | +16.6% | -7.1% | +0.9% |
| 1Y | +14.0% | +22.1% | -8.1% | +2.5% |
| 3Y | +138.9% | +64.7% | +74.2% | +84.4% |
| 5Y | +209.1% | +76.6% | +132.5% | +133.2% |
| 10Y | +737.3% | +443.9% | +293.4% | +290.1% |
| All | +23,612.3% | +18,777.7% | +4,834.6% | +4,167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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