-27.7%
AFRM vs Z
-79.4%
+51.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -10.6% | +2.8% | 0.0% |
| 7D | -6.9% | -2.3% | -4.7% | -5.8% |
| 30D | -7.0% | +9.4% | -16.3% | -14.6% |
| 3M | -11.2% | -16.1% | +4.9% | -1.4% |
| 6M | +4.3% | -30.4% | +34.7% | +31.0% |
| YTD | -6.4% | -55.6% | +49.2% | +62.5% |
| 1Y | -2.6% | -58.5% | +55.9% | +77.7% |
| 3Y | +210.6% | -19.6% | +230.2% | +202.5% |
| 5Y | -57.6% | -54.1% | -3.4% | -39.9% |
| All | -27.7% | -79.4% | +51.7% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling