+252.6%
ZETA vs AFRM
+19.4%
+233.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.4% | -3.3% |
| 7D | +2.7% | -7.0% | +9.6% | +4.5% |
| 30D | +15.8% | -7.8% | +23.6% | +18.2% |
| 3M | +35.4% | +5.3% | +30.1% | +32.6% |
| 6M | +67.1% | +42.6% | +24.5% | +49.8% |
| YTD | +54.1% | -2.8% | +56.8% | +53.5% |
| 1Y | +67.8% | -19.3% | +87.1% | +74.9% |
| 3Y | +311.4% | +231.0% | +80.4% | +171.9% |
| 5Y | +324.8% | -22.2% | +347.0% | +202.7% |
| All | +252.6% | +19.4% | +233.3% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling