-29.3%
AFRM vs PHM
+224.8%
-254.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -0.4% |
| 7D | -7.3% | +6.2% | -13.5% | -12.6% |
| 30D | -9.6% | +17.9% | -27.5% | -22.9% |
| 3M | -11.1% | +2.5% | -13.6% | -13.8% |
| 6M | +3.9% | +10.8% | -6.9% | -7.4% |
| YTD | -8.5% | +13.7% | -22.2% | -22.7% |
| 1Y | +3.3% | +12.4% | -9.1% | -12.2% |
| 3Y | +213.7% | +65.6% | +148.1% | +51.9% |
| 5Y | -58.5% | +175.3% | -233.9% | -89.1% |
| All | -29.3% | +224.8% | -254.1% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling