-29.4%
AFRM vs Z
-79.1%
+49.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -2.9% |
| 7D | -7.5% | -5.2% | -2.4% | -4.3% |
| 30D | -15.7% | +5.7% | -21.4% | -20.5% |
| 3M | -9.6% | -8.7% | -0.8% | -5.6% |
| 6M | +6.3% | -26.0% | +32.3% | +27.4% |
| YTD | -8.6% | -55.0% | +46.4% | +57.1% |
| 1Y | -7.6% | -58.0% | +50.4% | +66.6% |
| 3Y | +173.7% | -15.2% | +188.8% | +156.3% |
| 5Y | -56.9% | -53.8% | -3.1% | -39.4% |
| All | -29.4% | -79.1% | +49.7% | +35.4% |
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