-24.9%
AFRM vs ZCMD
-100.0%
+75.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -2.6% |
| 7D | -7.0% | -8.0% | +1.0% | -6.9% |
| 30D | -7.8% | -27.9% | +20.1% | -7.5% |
| 3M | +5.3% | -74.6% | +79.9% | +5.3% |
| 6M | +42.6% | -99.5% | +142.1% | +48.0% |
| YTD | -2.8% | -99.7% | +97.0% | +2.1% |
| 1Y | -19.3% | -99.9% | +80.6% | -14.6% |
| 3Y | +231.0% | -100.0% | +331.0% | +269.3% |
| 5Y | -22.2% | -100.0% | +77.7% | -8.7% |
| All | -24.9% | -100.0% | +75.1% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling