-25.2%
AFRM vs EVRG
+94.1%
-119.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | +3.1% | +0.9% | +2.2% | +2.6% |
| 30D | -4.2% | -0.5% | -3.7% | -4.1% |
| 3M | +10.1% | +1.5% | +8.6% | +8.9% |
| 6M | +39.4% | +1.2% | +38.3% | +37.7% |
| YTD | -3.2% | +16.3% | -19.5% | -12.2% |
| 1Y | -16.1% | +20.3% | -36.3% | -25.7% |
| 3Y | +220.8% | +72.3% | +148.5% | +125.4% |
| 5Y | -17.7% | +46.7% | -64.4% | -38.7% |
| All | -25.2% | +94.1% | -119.3% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling