-56.0%
AFRM vs PHM
+158.6%
-214.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.4% | -4.1% | -0.3% | -0.4% |
| 30D | -7.7% | +16.1% | -23.8% | -21.4% |
| 3M | -16.9% | -2.5% | -14.4% | -15.7% |
| 6M | +2.5% | +12.9% | -10.4% | -11.5% |
| YTD | -12.5% | +9.0% | -21.5% | -24.6% |
| 1Y | -11.0% | +8.2% | -19.2% | -23.3% |
| 3Y | +184.6% | +58.4% | +126.1% | +23.8% |
| All | -56.0% | +158.6% | -214.6% | -91.9% |
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