-16.6%
AFRM vs ZCMD
-99.9%
+83.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.9% |
| 7D | -5.5% | -2.9% | -2.6% | -5.4% |
| 30D | -15.5% | -28.5% | +13.0% | -15.2% |
| 3M | -10.3% | -56.5% | +46.2% | -9.5% |
| 6M | +0.6% | -99.7% | +100.3% | +7.6% |
| YTD | -11.5% | -99.9% | +88.3% | +0.5% |
| 1Y | -16.6% | -99.9% | +83.3% | +0.9% |
| All | -16.6% | -99.9% | +83.3% | +0.9% |
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