-73.2%
ZM vs AFRM
-27.6%
-45.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.3% |
| 7D | +10.0% | -5.5% | +15.5% | +11.4% |
| 30D | -0.5% | -15.5% | +15.0% | +3.2% |
| 3M | -7.1% | -10.3% | +3.2% | -5.3% |
| 6M | -5.1% | +0.6% | -5.7% | -6.7% |
| YTD | +13.2% | -11.5% | +24.8% | +13.1% |
| 1Y | +15.3% | -16.6% | +32.0% | +16.4% |
| 3Y | +57.4% | +193.5% | -136.1% | +1.7% |
| 5Y | -61.7% | -55.8% | -5.9% | -71.4% |
| All | -73.2% | -27.6% | -45.6% | -82.1% |
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 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