-29.6%
AFRM vs EVRG
+108.5%
-138.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -10.3% | +2.5% | -12.7% | -11.3% |
| 30D | -13.7% | +8.4% | -22.1% | -17.1% |
| 3M | -11.6% | +8.6% | -20.1% | -15.2% |
| 6M | +2.1% | +7.7% | -5.6% | -2.1% |
| YTD | -8.9% | +25.0% | -33.8% | -20.3% |
| 1Y | -9.7% | +18.7% | -28.5% | -18.6% |
| 3Y | +202.5% | +102.1% | +100.4% | +95.5% |
| 5Y | -55.3% | +66.8% | -122.2% | -66.6% |
| All | -29.6% | +108.5% | -138.1% | -39.6% |
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