-16.1%
AFRM vs PHM
-13.4%
-2.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.2% |
| 7D | +3.1% | -2.5% | +5.5% | +4.2% |
| 30D | -4.2% | -9.7% | +5.4% | +0.3% |
| 3M | +10.1% | +2.2% | +7.9% | +10.0% |
| 6M | +39.4% | -5.7% | +45.1% | +39.9% |
| YTD | -3.2% | +2.8% | -6.0% | -4.6% |
| 1Y | -16.1% | -14.4% | -1.6% | -25.6% |
| All | -16.1% | -13.4% | -2.7% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling