-74.8%
ZM vs AFRM
-25.2%
-49.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | -0.3% | -7.5% | +7.2% | +1.4% |
| 30D | -6.2% | -15.7% | +9.5% | -2.7% |
| 3M | -12.2% | -9.6% | -2.6% | -10.7% |
| 6M | -16.0% | +6.3% | -22.3% | -18.4% |
| YTD | +6.3% | -8.6% | +14.9% | +5.4% |
| 1Y | +12.3% | -7.6% | +19.9% | +10.6% |
| 3Y | +51.2% | +173.7% | -122.4% | -0.6% |
| 5Y | -64.5% | -56.9% | -7.6% | -73.6% |
| All | -74.8% | -25.2% | -49.7% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling