+82.7%
SAP vs AFRM
+210.7%
-128.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.8% | +9.3% | +2.4% |
| 7D | +4.0% | -6.9% | +11.0% | +4.9% |
| 30D | +15.7% | -7.0% | +22.7% | +16.5% |
| 3M | +23.4% | -11.2% | +34.6% | +24.6% |
| 6M | +41.3% | +4.3% | +37.0% | +39.6% |
| YTD | +2.0% | -6.4% | +8.4% | +1.2% |
| 1Y | -5.1% | -2.6% | -2.5% | -6.5% |
| All | +82.7% | +210.7% | -128.0% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling