+2,233.8%
SAP vs AFL
+6,099.4%
-3,865.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | +9.0% | -6.2% | +15.2% | +11.2% |
| 3M | +14.9% | +2.2% | +12.8% | +14.0% |
| 6M | +11.9% | +5.3% | +6.6% | +9.8% |
| YTD | -9.9% | +8.0% | -17.9% | -12.5% |
| 1Y | -19.5% | +10.2% | -29.8% | -22.5% |
| 3Y | +61.8% | +67.1% | -5.3% | +34.1% |
| 5Y | +56.2% | +135.6% | -79.4% | +14.6% |
| 10Y | +180.6% | +299.4% | -118.8% | +66.3% |
| All | +2,233.8% | +6,099.4% | -3,865.6% | +440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling