-19.3%
AFRM vs EVRG
+17.4%
-36.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.8% |
| 7D | -7.0% | +1.1% | -8.1% | -6.5% |
| 30D | -7.8% | -1.0% | -6.8% | -8.0% |
| 3M | +5.3% | +0.4% | +4.9% | +6.2% |
| 6M | +42.6% | -0.8% | +43.5% | +42.5% |
| YTD | -2.8% | +15.3% | -18.1% | +3.7% |
| 1Y | -19.3% | +17.9% | -37.2% | -3.3% |
| All | -19.3% | +17.4% | -36.7% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 1y: compounded portfolio wealth divided by compounded EVRG 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…
1y analysis · Full analysis span regression · 6 months rolling