-40.0%
ZS vs AFRM
-23.1%
-16.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.7% |
| 7D | -7.8% | -7.0% | -0.9% | -5.9% |
| 30D | +5.0% | -7.8% | +12.8% | +7.4% |
| 3M | +25.5% | +5.3% | +20.2% | +22.6% |
| 6M | +8.7% | +42.6% | -33.9% | -4.1% |
| YTD | -24.5% | -2.8% | -21.7% | -25.5% |
| 1Y | -36.7% | -19.3% | -17.4% | -35.1% |
| 3Y | +7.2% | +231.0% | -223.8% | -42.1% |
| All | -40.0% | -23.1% | -16.9% | -61.9% |
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 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