+10.9%
AFRM vs ZYBT
-57.8%
+68.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -8.5% | -2.5% | -6.0% | -8.5% |
| 30D | -11.4% | -1.2% | -10.1% | -11.4% |
| 3M | +8.2% | +76.7% | -68.4% | +8.6% |
| 6M | +36.6% | +103.6% | -67.0% | +34.3% |
| YTD | -8.7% | +38.3% | -46.9% | -8.6% |
| 1Y | -19.9% | -84.7% | +64.8% | -11.2% |
| All | +10.9% | -57.8% | +68.8% | -0.1% |
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