-20.9%
AFRM vs PHM
+145.9%
-166.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -7.0% | -3.2% | -3.8% | -3.7% |
| 30D | -7.8% | -6.4% | -1.4% | -1.4% |
| 3M | +5.3% | +5.5% | -0.2% | -1.0% |
| 6M | +42.6% | -5.4% | +48.1% | +48.5% |
| YTD | -2.8% | +6.6% | -9.4% | -12.9% |
| 1Y | -19.3% | -8.8% | -10.5% | -16.3% |
| 3Y | +231.0% | +54.1% | +176.9% | +55.1% |
| All | -20.9% | +145.9% | -166.9% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling