-29.4%
AFRM vs ZBRA
-20.2%
-9.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.5% |
| 7D | -7.5% | -9.5% | +2.0% | +1.5% |
| 30D | -15.7% | -15.6% | -0.1% | -1.0% |
| 3M | -9.6% | -13.2% | +3.6% | +2.6% |
| 6M | +6.3% | +44.5% | -38.3% | -36.3% |
| YTD | -8.6% | +34.5% | -43.1% | -43.8% |
| 1Y | -7.6% | +25.9% | -33.5% | -38.7% |
| 3Y | +173.7% | +61.3% | +112.3% | +8.2% |
| 5Y | -56.9% | -45.2% | -11.7% | -15.3% |
| All | -29.4% | -20.2% | -9.2% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling