+70.8%
SAP vs AFRM
-58.9%
+129.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.9% |
| 7D | -0.7% | -7.3% | +6.6% | +0.2% |
| 30D | +11.1% | -9.6% | +20.7% | +12.2% |
| 3M | +17.0% | -11.1% | +28.1% | +18.2% |
| 6M | +34.8% | +3.9% | +31.0% | +33.3% |
| YTD | -2.2% | -8.5% | +6.3% | -2.5% |
| 1Y | -6.4% | +3.3% | -9.7% | -8.2% |
| 3Y | +75.1% | +213.7% | -138.6% | +42.9% |
| All | +70.8% | -58.9% | +129.7% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling