-5.9%
SAP vs AFL
+18.6%
-24.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.0% |
| 7D | +1.3% | +2.9% | -1.6% | +0.7% |
| 30D | +15.5% | +11.5% | +4.1% | +13.2% |
| 3M | +22.8% | +0.6% | +22.2% | +22.2% |
| 6M | +42.5% | +11.7% | +30.8% | +41.2% |
| YTD | +0.5% | +15.4% | -14.9% | -0.6% |
| 1Y | -5.9% | +17.6% | -23.5% | -6.9% |
| All | -5.9% | +18.6% | -24.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling