-3.9%
ZS vs AFRM
-25.2%
+21.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -11.1% | -7.5% | -3.5% | -9.0% |
| 30D | -14.8% | -15.7% | +0.9% | -10.9% |
| 3M | +18.0% | -9.6% | +27.6% | +20.5% |
| 6M | +30.8% | +6.3% | +24.6% | +26.3% |
| YTD | -11.5% | -8.6% | -2.9% | -11.5% |
| 1Y | -37.8% | -7.6% | -30.2% | -38.3% |
| 3Y | +16.6% | +173.7% | -157.1% | -28.2% |
| 5Y | -43.6% | -56.9% | +13.3% | -60.8% |
| All | -3.9% | -25.2% | +21.3% | -39.9% |
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