+156.9%
PHM vs AMP
+122.1%
+34.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -5.0% | -0.5% | -4.4% | -4.7% |
| 30D | -8.4% | -1.3% | -7.1% | -7.8% |
| 3M | -4.4% | +24.2% | -28.6% | -14.2% |
| 6M | -3.7% | +24.6% | -28.3% | -13.9% |
| YTD | +1.3% | +14.8% | -13.5% | -6.4% |
| 1Y | -14.0% | +12.8% | -26.8% | -20.0% |
| 3Y | +48.1% | +69.0% | -20.9% | +4.6% |
| All | +156.9% | +122.1% | +34.8% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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