-12.2%
AFRM vs EVRG
+17.7%
-30.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.2% |
| 30D | -2.7% | -1.2% | -1.4% | -3.0% |
| 3M | +7.4% | -0.6% | +8.1% | +7.8% |
| 6M | +40.7% | +2.4% | +38.2% | +43.4% |
| YTD | -4.0% | +15.5% | -19.5% | +2.1% |
| 1Y | -12.2% | +16.8% | -29.1% | +5.9% |
| All | -12.2% | +17.7% | -30.0% | +5.9% |
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