+102.1%
SAP vs AFRM
-27.6%
+129.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.3% |
| 7D | -3.9% | -5.5% | +1.6% | -3.3% |
| 30D | +6.5% | -15.5% | +22.0% | +8.2% |
| 3M | +14.7% | -10.3% | +25.0% | +15.6% |
| 6M | +39.9% | +0.6% | +39.3% | +39.0% |
| YTD | -2.0% | -11.5% | +9.6% | -1.9% |
| 1Y | -6.0% | -16.6% | +10.6% | -5.5% |
| 3Y | +67.7% | +193.5% | -125.9% | +42.3% |
| 5Y | +78.8% | -55.8% | +134.6% | +53.4% |
| All | +102.1% | -27.6% | +129.7% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling