+5.9%
AFRM vs ZCMD
-99.9%
+105.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +5.1% |
| 7D | +3.1% | -13.3% | +16.4% | +3.3% |
| 30D | +1.1% | -49.6% | +50.8% | +1.9% |
| 3M | -3.2% | -54.6% | +51.4% | -2.5% |
| 6M | +12.7% | -99.8% | +112.5% | +22.6% |
| YTD | +1.6% | -99.9% | +101.4% | +12.8% |
| 1Y | +5.9% | -99.9% | +105.8% | +19.6% |
| All | +5.9% | -99.9% | +105.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling