+29.1%
ABNB vs EVRG
+100.6%
-71.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.1% |
| 7D | -1.7% | +1.4% | -3.1% | -1.8% |
| 30D | +11.8% | +7.4% | +4.4% | +11.3% |
| 3M | +0.9% | +7.2% | -6.3% | +0.4% |
| 6M | +40.5% | +9.5% | +31.0% | +39.5% |
| YTD | +37.6% | +25.6% | +12.0% | +34.7% |
| 1Y | +54.1% | +20.4% | +33.8% | +51.5% |
| 3Y | +56.8% | +108.8% | -52.1% | +42.3% |
| 5Y | -9.6% | +68.0% | -77.5% | -13.7% |
| All | +29.1% | +100.6% | -71.6% | +34.9% |
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