+6.2%
AFRM vs ZYBT
-60.2%
+66.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -7.7% | -2.0% | -5.7% | -7.7% |
| 3M | -16.9% | -2.0% | -14.9% | -16.9% |
| 6M | +2.5% | +56.4% | -53.9% | +3.0% |
| YTD | -12.5% | +30.4% | -43.0% | -12.5% |
| 1Y | -11.0% | -30.2% | +19.2% | -8.1% |
| All | +6.2% | -60.2% | +66.4% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling