+17.6%
AFRM vs ZYBT
-58.1%
+75.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.4% |
| 7D | +3.1% | -4.2% | +7.3% | +3.1% |
| 30D | -4.2% | -16.4% | +12.2% | -4.2% |
| 3M | +10.1% | +82.9% | -72.8% | +10.2% |
| 6M | +39.4% | +110.7% | -71.2% | +36.7% |
| YTD | -3.2% | +37.4% | -40.5% | -3.1% |
| 1Y | -16.1% | -80.6% | +64.5% | -8.1% |
| All | +17.6% | -58.1% | +75.7% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling