-20.9%
AFRM vs Z
-64.8%
+43.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -0.9% |
| 7D | -7.0% | -3.0% | -4.0% | -4.5% |
| 30D | -7.8% | -4.2% | -3.6% | -4.9% |
| 3M | +5.3% | -3.7% | +9.0% | +6.6% |
| 6M | +42.6% | -24.5% | +67.2% | +74.3% |
| YTD | -2.8% | -49.3% | +46.5% | +61.4% |
| 1Y | -19.3% | -58.7% | +39.4% | +55.4% |
| 3Y | +231.0% | -34.1% | +265.1% | +290.9% |
| All | -20.9% | -64.8% | +43.9% | -0.1% |
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