+11.2%
AFRM vs ZYBT
-58.4%
+69.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.5% |
| 7D | -8.0% | -3.7% | -4.3% | -8.0% |
| 30D | -9.8% | -12.8% | +3.0% | -9.8% |
| 3M | +4.7% | +76.2% | -71.5% | +4.9% |
| 6M | +34.1% | +109.3% | -75.2% | +31.5% |
| YTD | -8.4% | +36.5% | -45.0% | -8.4% |
| 1Y | -22.9% | -84.0% | +61.1% | -14.8% |
| All | +11.2% | -58.4% | +69.5% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling