+216.2%
PHM vs AMP
+2,108.3%
-1,892.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | -2.5% | +2.6% | -5.1% | -4.0% |
| 30D | -9.7% | +0.8% | -10.5% | -10.1% |
| 3M | +2.2% | +24.3% | -22.0% | -10.5% |
| 6M | -5.7% | +20.6% | -26.2% | -16.2% |
| YTD | +2.8% | +14.6% | -11.8% | -6.7% |
| 1Y | -14.4% | +14.5% | -29.0% | -22.5% |
| 3Y | +52.2% | +67.9% | -15.7% | +6.2% |
| 5Y | +154.3% | +122.5% | +31.7% | +46.0% |
| 10Y | +545.9% | +573.3% | -27.4% | +63.0% |
| All | +216.2% | +2,108.3% | -1,892.1% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling