-6.4%
ZS vs AFRM
-25.4%
+19.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -1.4% |
| 7D | -13.7% | -10.3% | -3.4% | -10.9% |
| 30D | -14.2% | -13.7% | -0.4% | -10.8% |
| 3M | +8.5% | -11.6% | +20.1% | +11.5% |
| 6M | +30.2% | +2.1% | +28.1% | +27.2% |
| YTD | -13.8% | -8.9% | -5.0% | -13.8% |
| 1Y | -41.5% | -9.7% | -31.8% | -41.6% |
| 3Y | +10.7% | +202.5% | -191.7% | -33.7% |
| 5Y | -43.6% | -55.3% | +11.7% | -61.0% |
| All | -6.4% | -25.4% | +19.0% | -41.4% |
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