-31.7%
AFRM vs ZBRA
-22.3%
-9.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -0.1% |
| 7D | -5.5% | -1.2% | -4.3% | -4.4% |
| 30D | -15.5% | -17.8% | +2.3% | +1.9% |
| 3M | -10.3% | -16.0% | +5.7% | +5.1% |
| 6M | +0.6% | +31.4% | -30.8% | -31.9% |
| YTD | -11.5% | +30.9% | -42.4% | -44.1% |
| 1Y | -16.6% | +24.3% | -40.9% | -44.1% |
| 3Y | +193.5% | +54.2% | +139.4% | +22.8% |
| 5Y | -55.8% | -46.3% | -9.5% | -11.6% |
| All | -31.7% | -22.3% | -9.3% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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