-59.3%
ZTS vs AFRM
-55.6%
-3.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.8% |
| 7D | +1.0% | -5.5% | +6.5% | +1.6% |
| 30D | +12.4% | -15.5% | +27.9% | +14.3% |
| 3M | +13.6% | -10.3% | +23.9% | +14.6% |
| 6M | +9.3% | +0.6% | +8.7% | +8.5% |
| YTD | -32.6% | -11.5% | -21.0% | -32.6% |
| 1Y | -30.0% | -16.6% | -13.4% | -29.8% |
| 3Y | -48.7% | +193.5% | -242.3% | -58.0% |
| 5Y | -59.3% | -55.8% | -3.5% | -65.3% |
| All | -59.3% | -55.6% | -3.8% | -65.3% |
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 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