+5.9%
AFRM vs ZYBT
-42.3%
+48.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.8% | +5.0% |
| 7D | +3.1% | -3.5% | +6.6% | +3.1% |
| 30D | +1.1% | +15.1% | -14.0% | +1.1% |
| 3M | -3.2% | +7.0% | -10.3% | -3.2% |
| 6M | +12.7% | +37.7% | -25.0% | +14.5% |
| YTD | +1.6% | +19.1% | -17.6% | +4.7% |
| 1Y | +5.9% | -38.3% | +44.1% | +9.6% |
| All | +5.9% | -42.3% | +48.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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