-24.9%
AFRM vs ZBRA
-11.4%
-13.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -4.1% |
| 7D | -7.0% | +1.8% | -8.7% | -8.5% |
| 30D | -7.8% | -1.7% | -6.1% | -6.5% |
| 3M | +5.3% | +47.8% | -42.5% | -34.8% |
| 6M | +42.6% | +56.7% | -14.1% | -20.2% |
| YTD | -2.8% | +49.4% | -52.2% | -45.4% |
| 1Y | -19.3% | +16.5% | -35.8% | -41.0% |
| 3Y | +231.0% | +31.5% | +199.5% | +85.6% |
| 5Y | -22.2% | -38.6% | +16.3% | +38.2% |
| All | -24.9% | -11.4% | -13.6% | -5.6% |
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