-62.2%
ZM vs AFRM
-56.8%
-5.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.4% |
| 7D | +11.0% | -4.4% | +15.4% | +12.3% |
| 30D | +5.6% | -7.7% | +13.3% | +7.5% |
| 3M | -9.1% | -16.9% | +7.7% | -5.6% |
| 6M | -2.6% | +2.5% | -5.1% | -4.8% |
| YTD | +15.7% | -12.5% | +28.2% | +15.8% |
| 1Y | +18.8% | -11.0% | +29.8% | +18.0% |
| 3Y | +62.2% | +184.6% | -122.4% | -0.6% |
| All | -62.2% | -56.8% | -5.4% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling