-58.3%
AFRM vs ZBH
-19.6%
-38.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.2% |
| 7D | -7.3% | +11.7% | -19.0% | -16.0% |
| 30D | -9.6% | +19.3% | -28.9% | -22.9% |
| 3M | -11.1% | +8.9% | -20.0% | -18.1% |
| 6M | +3.9% | +28.2% | -24.3% | -19.1% |
| YTD | -8.5% | +18.4% | -26.9% | -24.6% |
| 1Y | +3.3% | +20.6% | -17.3% | -16.8% |
| 3Y | +213.7% | -0.6% | +214.3% | +165.4% |
| All | -58.3% | -19.6% | -38.7% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling