-25.2%
AFRM vs ZCMD
-100.0%
+74.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +3.1% | -1.4% | +4.5% | +3.1% |
| 30D | -4.2% | -21.6% | +17.4% | -4.0% |
| 3M | +10.1% | -67.4% | +77.5% | +9.7% |
| 6M | +39.4% | -99.4% | +138.9% | +44.6% |
| YTD | -3.2% | -99.7% | +96.6% | +1.7% |
| 1Y | -16.1% | -99.9% | +83.8% | -11.1% |
| 3Y | +220.8% | -100.0% | +320.8% | +257.7% |
| 5Y | -17.7% | -100.0% | +82.3% | -4.4% |
| All | -25.2% | -100.0% | +74.8% | -11.4% |
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