-4.5%
ZS vs AFRM
-25.1%
+20.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -2.4% |
| 7D | -16.9% | -7.3% | -9.6% | -15.1% |
| 30D | -7.4% | -9.6% | +2.1% | -5.0% |
| 3M | +21.6% | -11.1% | +32.6% | +24.7% |
| 6M | +42.4% | +3.9% | +38.5% | +38.4% |
| YTD | -12.1% | -8.5% | -3.6% | -12.2% |
| 1Y | -37.8% | +3.3% | -41.1% | -40.3% |
| 3Y | +20.9% | +213.7% | -192.8% | -28.9% |
| 5Y | -41.6% | -58.5% | +16.9% | -59.3% |
| All | -4.5% | -25.1% | +20.5% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling