+23,761.0%
PH vs AME
+18,709.1%
+5,051.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.0% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | -3.2% | -6.7% | +3.4% | +0.4% |
| 3M | +10.6% | +4.1% | +6.5% | +8.2% |
| 6M | -2.1% | +1.6% | -3.7% | -3.0% |
| YTD | +10.2% | +16.1% | -6.0% | +1.7% |
| 1Y | +28.2% | +27.3% | +0.9% | +12.4% |
| 3Y | +134.9% | +50.9% | +84.0% | +89.9% |
| 5Y | +253.6% | +81.4% | +172.3% | +163.0% |
| 10Y | +804.7% | +417.0% | +387.8% | +331.0% |
| All | +23,761.0% | +18,709.1% | +5,051.9% | +4,201.6% |
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