-58.3%
AFRM vs ZCMD
-100.0%
+41.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | -7.3% | -4.4% | -2.9% | -7.3% |
| 30D | -9.6% | -43.0% | +33.4% | -9.3% |
| 3M | -11.1% | -54.9% | +43.8% | -10.8% |
| 6M | +3.9% | -99.8% | +103.6% | +4.2% |
| YTD | -8.5% | -99.9% | +91.4% | -8.3% |
| 1Y | +3.3% | -99.9% | +103.2% | +3.3% |
| 3Y | +213.7% | -100.0% | +313.7% | +202.6% |
| All | -58.3% | -100.0% | +41.7% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling