-31.6%
AFRM vs ZCMD
-100.0%
+68.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.8% | -3.0% |
| 7D | -8.4% | -3.0% | -5.3% | -8.3% |
| 30D | -18.3% | -39.5% | +21.2% | -17.8% |
| 3M | -12.7% | -57.8% | +45.1% | -11.9% |
| 6M | +3.0% | -99.7% | +102.7% | +7.6% |
| YTD | -11.4% | -99.9% | +88.5% | -6.4% |
| 1Y | -13.3% | -99.9% | +86.6% | -8.1% |
| 3Y | +194.0% | -100.0% | +294.0% | +227.1% |
| 5Y | -50.6% | -100.0% | +49.4% | -40.5% |
| All | -31.6% | -100.0% | +68.4% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling