-25.2%
AFRM vs PHM
+193.7%
-218.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +2.9% |
| 7D | +3.1% | -2.5% | +5.5% | +5.4% |
| 30D | -4.2% | -9.7% | +5.4% | +5.4% |
| 3M | +10.1% | +2.2% | +7.9% | +7.1% |
| 6M | +39.4% | -5.7% | +45.1% | +45.2% |
| YTD | -3.2% | +2.8% | -6.0% | -9.4% |
| 1Y | -16.1% | -14.4% | -1.6% | -7.4% |
| 3Y | +220.8% | +52.2% | +168.6% | +70.1% |
| 5Y | -17.7% | +154.3% | -171.9% | -76.2% |
| All | -25.2% | +193.7% | -218.9% | -80.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling