-19.8%
ZS vs AFRM
-25.0%
+5.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.0% | +4.1% |
| 7D | -3.8% | -8.0% | +4.2% | -1.6% |
| 30D | -6.0% | -9.8% | +3.8% | -3.5% |
| 3M | +32.0% | +4.7% | +27.3% | +29.3% |
| 6M | +2.1% | +34.1% | -32.0% | -7.6% |
| YTD | -26.2% | -8.4% | -17.7% | -25.9% |
| 1Y | -41.2% | -22.9% | -18.2% | -38.9% |
| 3Y | +3.3% | +203.3% | -200.0% | -39.4% |
| 5Y | -40.7% | -26.0% | -14.8% | -61.6% |
| All | -19.8% | -25.0% | +5.2% | -49.6% |
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