+37.5%
ZM vs AFRM
+235.6%
-198.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +3.6% |
| 7D | +2.9% | -7.0% | +9.9% | +3.9% |
| 30D | +0.7% | -7.8% | +8.5% | +1.7% |
| 3M | -3.7% | +5.3% | -9.0% | -4.7% |
| 6M | +29.9% | +42.6% | -12.8% | +22.6% |
| YTD | +17.4% | -2.8% | +20.2% | +16.2% |
| 1Y | +22.4% | -19.3% | +41.7% | +23.4% |
| All | +37.5% | +235.6% | -198.0% | +7.7% |
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