-25.2%
AFRM vs ZBH
-36.7%
+11.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.6% | +2.6% |
| 7D | +3.1% | -5.2% | +8.3% | +7.3% |
| 30D | -4.2% | -2.4% | -1.8% | -2.4% |
| 3M | +10.1% | +8.3% | +1.9% | +2.5% |
| 6M | +39.4% | +0.7% | +38.8% | +36.3% |
| YTD | -3.2% | +5.3% | -8.5% | -9.6% |
| 1Y | -16.1% | -9.1% | -7.0% | -13.5% |
| 3Y | +220.8% | -19.7% | +240.5% | +255.9% |
| 5Y | -17.7% | -31.3% | +13.6% | -7.4% |
| All | -25.2% | -36.7% | +11.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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