-29.6%
AFRM vs Z
-80.0%
+50.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.6% |
| 7D | -10.3% | -13.1% | +2.8% | -0.8% |
| 30D | -13.7% | +5.9% | -19.6% | -18.8% |
| 3M | -11.6% | -13.7% | +2.1% | -3.8% |
| 6M | +2.1% | -27.1% | +29.2% | +23.8% |
| YTD | -8.9% | -56.8% | +47.9% | +61.3% |
| 1Y | -9.7% | -60.2% | +50.5% | +69.5% |
| 3Y | +202.5% | -19.7% | +222.2% | +195.6% |
| 5Y | -55.3% | -53.7% | -1.6% | -36.4% |
| All | -29.6% | -80.0% | +50.4% | +39.0% |
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