-12.2%
AFRM vs ZYBT
-79.2%
+67.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.1% |
| 7D | -1.3% | -3.7% | +2.5% | -1.3% |
| 30D | -2.7% | 0.0% | -2.7% | -2.7% |
| 3M | +7.4% | +72.2% | -64.8% | +9.0% |
| 6M | +40.7% | +103.1% | -62.5% | +40.4% |
| YTD | -4.0% | +34.8% | -38.8% | -1.8% |
| 1Y | -12.2% | -83.2% | +70.9% | +3.7% |
| All | -12.2% | -79.2% | +67.0% | +3.7% |
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