+1,278.0%
AAPL vs EVRG
+113.9%
+1,164.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +9.9% | -1.2% | +11.2% | +10.4% |
| 3M | +12.5% | -0.6% | +13.1% | +12.6% |
| 6M | +27.6% | +2.4% | +25.2% | +26.1% |
| YTD | +22.6% | +15.5% | +7.1% | +15.7% |
| 1Y | +45.0% | +16.8% | +28.2% | +36.1% |
| 3Y | +87.8% | +75.0% | +12.8% | +49.4% |
| 5Y | +128.7% | +49.3% | +79.3% | +92.4% |
| All | +1,278.0% | +113.9% | +1,164.1% | +961.9% |
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 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