-50.3%
ZTS vs AFRM
-20.4%
-29.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | -2.0% | -7.0% | +5.0% | -1.4% |
| 30D | +1.9% | -7.8% | +9.7% | +2.6% |
| 3M | -4.0% | +5.3% | -9.3% | -4.7% |
| 6M | -39.1% | +42.6% | -81.8% | -41.4% |
| YTD | -38.8% | -2.8% | -36.0% | -39.3% |
| 1Y | -49.6% | -19.3% | -30.3% | -49.4% |
| 3Y | -59.0% | +231.0% | -289.9% | -65.8% |
| 5Y | -61.8% | -22.2% | -39.5% | -68.4% |
| All | -50.3% | -20.4% | -29.9% | -59.4% |
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