-29.3%
AFRM vs EVRG
+106.7%
-136.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -7.3% | +1.9% | -9.2% | -8.1% |
| 30D | -9.6% | +9.0% | -18.6% | -13.3% |
| 3M | -11.1% | +6.3% | -17.4% | -13.9% |
| 6M | +3.9% | +9.9% | -6.0% | -1.4% |
| YTD | -8.5% | +23.8% | -32.3% | -19.6% |
| 1Y | +3.3% | +19.9% | -16.6% | -7.5% |
| 3Y | +213.7% | +94.3% | +119.5% | +107.1% |
| 5Y | -58.5% | +64.6% | -123.2% | -68.9% |
| All | -29.3% | +106.7% | -136.0% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling