-29.3%
AFRM vs ZBRA
-15.7%
-13.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -3.3% |
| 7D | -8.0% | -1.8% | -6.2% | -6.4% |
| 30D | -9.8% | -8.8% | -1.0% | -1.3% |
| 3M | +4.7% | +47.2% | -42.6% | -35.3% |
| 6M | +34.1% | +61.3% | -27.2% | -27.6% |
| YTD | -8.4% | +42.0% | -50.4% | -46.0% |
| 1Y | -22.9% | +10.5% | -33.4% | -40.5% |
| 3Y | +203.3% | +34.5% | +168.8% | +61.4% |
| 5Y | -26.0% | -40.3% | +14.3% | +35.8% |
| All | -29.3% | -15.7% | -13.5% | -6.5% |
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