-20.9%
AFRM vs ZBH
-27.9%
+7.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -1.9% |
| 7D | -7.0% | -2.8% | -4.1% | -4.7% |
| 30D | -7.8% | -0.1% | -7.7% | -7.6% |
| 3M | +5.3% | +13.4% | -8.1% | -6.0% |
| 6M | +42.6% | +3.0% | +39.7% | +36.8% |
| YTD | -2.8% | +9.7% | -12.4% | -12.5% |
| 1Y | -19.3% | -5.4% | -13.9% | -19.3% |
| 3Y | +231.0% | -15.6% | +246.5% | +250.9% |
| All | -20.9% | -27.9% | +7.0% | -20.0% |
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