-13.3%
AFRM vs ZCMD
-99.9%
+86.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.6% |
| YTD | -11.4% | -99.9% | +88.5% | +0.1% |
| 1Y | -13.3% | -99.9% | +86.6% | +2.6% |
| All | -13.3% | -99.9% | +86.6% | +2.6% |
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