-50.6%
AFRM vs Z
-56.4%
+5.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.5% | +1.6% |
| 7D | -8.4% | -6.5% | -1.9% | -3.7% |
| 30D | -18.3% | -0.1% | -18.2% | -20.2% |
| 3M | -12.7% | -14.1% | +1.4% | -3.9% |
| 6M | +3.0% | -30.1% | +33.1% | +32.3% |
| YTD | -11.4% | -57.5% | +46.1% | +72.6% |
| 1Y | -13.3% | -60.3% | +47.0% | +78.5% |
| 3Y | +194.0% | -21.0% | +215.1% | +156.9% |
| 5Y | -50.6% | -54.9% | +4.3% | -28.8% |
| All | -50.6% | -56.4% | +5.8% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling