+74.1%
SAP vs AFRM
-57.5%
+131.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.6% | -7.5% | +9.2% | +2.5% |
| 30D | +10.5% | -15.7% | +26.2% | +12.5% |
| 3M | +15.2% | -9.6% | +24.8% | +16.1% |
| 6M | +36.7% | +6.3% | +30.4% | +34.8% |
| YTD | -0.6% | -8.6% | +8.0% | -0.8% |
| 1Y | -4.1% | -7.6% | +3.5% | -4.7% |
| 3Y | +73.2% | +173.7% | -100.4% | +43.7% |
| 5Y | +74.1% | -56.9% | +131.0% | +51.4% |
| All | +74.1% | -57.5% | +131.6% | +51.4% |
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