-29.3%
AFRM vs Z
-79.9%
+50.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.4% |
| 7D | -7.3% | -4.6% | -2.7% | -4.5% |
| 30D | -9.6% | +8.3% | -17.9% | -16.4% |
| 3M | -11.1% | -11.6% | +0.5% | -4.8% |
| 6M | +3.9% | -33.6% | +37.5% | +35.3% |
| YTD | -8.5% | -56.7% | +48.2% | +61.9% |
| 1Y | +3.3% | -59.1% | +62.4% | +90.2% |
| 3Y | +213.7% | -20.4% | +234.1% | +207.0% |
| 5Y | -58.5% | -55.3% | -3.3% | -40.2% |
| All | -29.3% | -79.9% | +50.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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