+18,807.2%
AFL vs PHM
+11,050.0%
+7,757.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.8% |
| 7D | -0.7% | -2.5% | +1.7% | -0.1% |
| 30D | -7.1% | -9.7% | +2.5% | -4.6% |
| 3M | +0.4% | +2.2% | -1.8% | -0.8% |
| 6M | +4.5% | -5.7% | +10.2% | +5.2% |
| YTD | +6.1% | +2.8% | +3.2% | +3.8% |
| 1Y | +10.6% | -14.4% | +25.0% | +13.5% |
| 3Y | +64.0% | +52.2% | +11.8% | +38.7% |
| 5Y | +133.7% | +154.3% | -20.5% | +65.0% |
| 10Y | +298.0% | +545.9% | -247.8% | +105.5% |
| All | +18,807.2% | +11,050.0% | +7,757.2% | +3,562.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling