+356.2%
ZETA vs AFRM
+195.9%
+160.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.2% |
| 7D | +26.5% | -5.5% | +32.0% | +28.9% |
| 30D | +10.3% | -15.5% | +25.7% | +16.8% |
| 3M | +30.5% | -10.3% | +40.8% | +34.2% |
| 6M | +129.4% | +0.6% | +128.7% | +124.6% |
| YTD | +83.1% | -11.5% | +94.7% | +85.8% |
| 1Y | +82.1% | -16.6% | +98.7% | +88.2% |
| All | +356.2% | +195.9% | +160.3% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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