-24.9%
AFRM vs EVRG
+92.5%
-117.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -7.0% | +1.1% | -8.1% | -7.5% |
| 30D | -7.8% | -1.0% | -6.8% | -7.5% |
| 3M | +5.3% | +0.4% | +4.9% | +4.6% |
| 6M | +42.6% | -0.8% | +43.5% | +42.2% |
| YTD | -2.8% | +15.3% | -18.1% | -11.5% |
| 1Y | -19.3% | +17.9% | -37.2% | -27.8% |
| 3Y | +231.0% | +71.9% | +159.0% | +132.7% |
| 5Y | -22.2% | +45.3% | -67.5% | -41.9% |
| All | -24.9% | +92.5% | -117.4% | -33.0% |
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