-29.4%
AFRM vs PHM
+233.1%
-262.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -2.5% |
| 7D | -7.5% | +3.5% | -11.0% | -10.5% |
| 30D | -15.7% | +21.2% | -36.9% | -29.9% |
| 3M | -9.6% | +2.5% | -12.1% | -12.3% |
| 6M | +6.3% | +16.1% | -9.8% | -9.2% |
| YTD | -8.6% | +16.6% | -25.2% | -24.6% |
| 1Y | -7.6% | +14.4% | -22.0% | -22.8% |
| 3Y | +173.7% | +71.9% | +101.8% | +27.7% |
| 5Y | -56.9% | +174.3% | -231.2% | -88.8% |
| All | -29.4% | +233.1% | -262.5% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling